Sökning: "Free-boundary problems"
Visar resultat 11 - 15 av 22 avhandlingar innehållade orden Free-boundary problems.
11. Selected Problems in Financial Mathematics
Sammanfattning : This thesis, consisting of six papers and a summary, studies the area of continuous time financial mathematics. A unifying theme for many of the problems studied is the implications of possible mis-specifications of models. Intimately connected with this question is, perhaps surprisingly, convexity properties of option prices. LÄS MER
12. The Finite Difference Methods for Multi-phase Free Boundary Problems
Sammanfattning : This thesis consist of an introduction and four research papers concerning numerical analysis for a certain class of free boundary problems. Paper I is devoted to the numerical analysis of the so-called two-phase membrane problem. Projected Gauss-Seidel method is constructed. LÄS MER
13. Existence and regularity of free boundary problems with fixed gradient condition
Sammanfattning : .... LÄS MER
14. Computational Free-Surface Flows Computational Techniques for Nonlinear Seepage Flow in Porous Media with Free and Moving Boundaries
Sammanfattning : Motion of a viscous fluid interface is encountered in many physical processes in engineering applications. The accurate representation and efficient numerical solution of the fluid interface are crucial problems in simulations of the physical processes in these applications. LÄS MER
15. Optimal Stopping and Model Robustness in Mathematical Finance
Sammanfattning : Optimal stopping and mathematical finance are intimately connected since the value of an American option is given as the solution to an optimal stopping problem. Such a problem can be viewed as a game in which we are trying to maximize an expected reward. LÄS MER