This dissertation provides a contribution to the option pricing literature by means of some recent developments in probability theory, namely the Malliavin Calculus and the Wiener chaos theory. It sheds new light on some old and complicated problems by means of these new techniques. It...

This study endeavors to unravel the structured and sequential intricacies underlying the empirical da-ta-generating process (DGP) and the captivating evolutionary dynamism of Islamic fixed income securi-ties. To achieve this goal, we delve into the realm of nonlinear dynamics governing the Dow...

We develop a nonlinear duopoly model in which the heuristic expectation formation and learning behavior of two boundedly rational firms may engender complex dynamics. Most importantly, we assume that the firms employ different forecasting models to predict the behavior of their opponent....

We study the dynamics of simple congestion games with two resources where a continuum of agents behaves according to a simplified version of Experience-Weighted Attraction algorithm. The dynamics is characterized by the intensity of choice capturing rationality of the total population of agents...