Essays about: "Differential pricing"

Showing result 1 - 5 of 37 essays containing the words Differential pricing.

  1. 1. Inclusion of differential pricing in congestion charging scheme: The case of Stockholm and Curitiba

    University essay from KTH/Transportplanering

    Author : Joaquin Franco; [2023]
    Keywords : ;

    Abstract : Among transport demand management (TDM) strategies, congestion pricing has been one of the most widely applied, but at the same time one of the most criticised. The reason is that this measure is considered regressive, exclusionary, and inequitable, since having a flat rate ignores people's ability to pay, i.e. READ MORE

  3. 2. Credit Exposure Modelling Using Differential Machine Learning

    University essay from Lunds universitet/Matematisk statistik

    Author : Måns Karp; Samuel Wagner; [2023]
    Keywords : Counterparty credit risk; Differential machine learning; Exposure modelling; Heston model; Option pricing; Mathematics and Statistics;

    Abstract : Exposure modelling is a critical aspect of managing counterparty credit risk, and banks worldwide invest significant time and computational resources in this task. One approach to modelling exposure involves pricing trades with a counterparty in numerous potential future market scenarios. READ MORE

  4. 3. Exploring backward stochastic differential equations and deep learning for high-dimensional partial differential equations and European option pricing

    University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Author : Jonathan Leung; [2023]
    Keywords : Backward Stochastic Differential Equations; Semilinear Parabolic Partial Differential Equations; Artificial Neural Networks; Nonlinear Option Pricing; Black-Scholes; Nonlinear Feynman-Kac; Euler-Maruyama;

    Abstract : Many phenomena in our world can be described as differential equations in high dimensions. However, they are notoriously challenging to solve numerically due to the exponential growth in computational cost with increasing dimensions. READ MORE

  5. 4. Stochastic Runge–Kutta Lawson Schemes for European and Asian Call Options Under the Heston Model

    University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Author : Nicolas Kuiper; Martin Westberg; [2023]
    Keywords : Runge–Kutta Lawson scheme; Heston model; Black–Scholes model; Stochastic Differential Equation; Euler–Maruyama scheme; Midpoint scheme; Monte Carlo; European Options; Asian Options; Option pricing.;

    Abstract : This thesis investigated Stochastic Runge–Kutta Lawson (SRKL) schemes and their application to the Heston model. Two distinct SRKL discretization methods were used to simulate a single asset’s dynamics under the Heston model, notably the Euler–Maruyama and Midpoint schemes. READ MORE

  6. 5. Valuing Differential Privacy : Assessing the value of personal data anonymization solutions, specifically Differential Privacy-solutions, for companies in the mobility sector

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Axel Andersson; Sebastian Borgernäs; [2022]
    Keywords : differential privacy; hedonic pricing method; logistic regression; GDPR; privacy regulation; valuation; risk assessment; valuing emerging technologies; valuing non-market goods and services; mobility;

    Abstract : This paper aims to determine the value of the product based on the mathematical concept of Differential Privacy, by assessing the value of the business opportunities it enables and the value of the possible GDPR-fines it prevents. To delimit the scope of the research the analysis will focus on what the value of personal data is for companies within the mobility sector. READ MORE