Essays about: "game theory pricing"

Showing result 1 - 5 of 10 essays containing the words game theory pricing.

  1. 1. Option Modelling by Deep Learning

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Niclas Klausson; Victor Tisell; [2021-02-10]
    Keywords : Deep learning; deep hedging; generative adversial networks; arbitrage pricing;

    Abstract : In this thesis we aim to provide a fully data driven approach for modelling financial derivatives, exclusively using deep learning. In order for a derivatives model to be plausible, it should adhere to the principle of no-arbitrage which has profound consequences on both pricing and risk management. READ MORE

  3. 2. DATA QUALITY CONSEQUENCES OF MANDATORY CYBER DATA SHARING BETWEEN DUOPOLY INSURERS

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Olof Reinert; Tobias Wiesinger; [2020]
    Keywords : Cyber insurance; Information transmission; Game theory; Cournot market; Nash Equilibrium; Cyberförsäkring; Informationsdelning; Spelteori; Cournot-marknad; Nashjämvikt;

    Abstract : Cyber attacks against companies are becoming more common as technology advances and digitalization is increasing exponentially. All Swedish insurance companies that sell cyber insurance encounter the same problem, there is not enough data to do good actuarial work. READ MORE

  4. 3. Reverse Mortgage in China Based on Game Theory

    University essay from KTH/Fastigheter och byggande

    Author : Yawen Lei; Ziwei Yang; [2019]
    Keywords : Reverse mortgage; game theory; China; Omvänd inteckning; spelteori; Kina;

    Abstract : The elderly population ratio in China had a continuous increasing trend in the past decade, which means that Chinese society has gradually entered an “aging society”. Lack of corresponding pension policies, huge population base and change in family structures all let the government bear huge pension pressure. READ MORE

  5. 4. The Seeking of a Business-Optimal Transfer Price - In accordance with the Arm's Length Principle

    University essay from Lunds universitet/Juridiska institutionen; Lunds universitet/Juridiska fakulteten

    Author : Oskar Paladini Söderberg; [2019]
    Keywords : Transfer pricing; game theory; skatterätt; international taxation law; Arm s length principle; Law and Political Science;

    Abstract : The search of a business-optimal transfer price has been going on for decades. One interesting solution aimed to, by the use of game theory, bargaining theory and transfer pricing, create a quantitative solution to optimize the global profits of a multinational enterprise. READ MORE

  6. 5. Microtransactions : A Study of Consumer Behavior and Virtual Goods/Services Among Students at Linköping University in Sweden

    University essay from Linköpings universitet/Företagsekonomi; Linköpings universitet/Filosofiska fakulteten

    Author : Brian Artz; Alex Kitcheos; [2016]
    Keywords : Microtransaction; Consumer Behavior; Ego Depletion; Extended Self; Perceived Value; Pricing; Functionality;

    Abstract : Within the realm of applications, a relatively new payment form has emerged: called Microtransactions. These small one-time payments (less than 10 Euros) offer an addendum to an existing app, service, or game. READ MORE