Browsing Teses e dissertações by Advisor "67056606-81af-4706-93bb-b26b722a9f1c"

Now showing items 1-2 of 2

    • Hedging no modelo com processo de Poisson composto 

      Sae Hon Sung, Victor (Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 07/12/2015)
      The investor, that negotiate assets, is subject to economic risks of any negotiation because there is no certainty regarding the appreciation or depreciation of an asset. Here comes the futures market, where contracts can ...

    • Controle de sistemas não-Markovianos. 

      Souza, Francys Andrews de (Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 13/09/2017)
      In this thesis, we present a concrete methodology to calculate the epsilon-optimal controls for non-Markovian stochastic systems. A pathwise analysis and the use of the discretization structure proposed by Leão and Ohash ...