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Trading to stops
(Society for Industrial and Applied MathematicsSiam Journal on Financial Mathematics, 2014-12-16)
The use of trading stops is a common practice in financial markets for a variety of reasons: it reduces the frequency of trading and thereby transaction costs; it provides a simple way to control losses on a given trade, ...
On the Boltzmann equation, quantitative studies and hydrodynamical limits
(University of CambridgeDepartment of Pure Mathematics and Mathematical StatisticsCambridge Centre for Analysis, 2014-11-11)
The present thesis deals with the mathematical treatment of kinetic theory and focuses more
precisely on the Boltzmann equation. We investigate several properties of the solutions to the latter equation: their positivity ...