Sökning: "Free-boundary problems"
Visar resultat 16 - 20 av 22 avhandlingar innehållade orden Free-boundary problems.
16. Valuation and Optimal Strategies in Markets Experiencing Shocks
Sammanfattning : This thesis treats a range of stochastic methods with various applications, most notably in finance. It is comprised of five articles, and a summary of the key concepts and results these are built on.The first two papers consider a jump-to-default model, which is a model where some quantity, e.g. LÄS MER
17. Some properties of one and twophase quadrature domains
Sammanfattning : .... LÄS MER
18. Tangential Touch Between Free And Fixed Boundaries
Sammanfattning : .... LÄS MER
19. Essays in Finance Related Problems with PDE Approach
Sammanfattning : This thesis is comprised of three scientific articles, all in PDE problems related to finance. The first two papers address problems concerning bonds and the third one treat s asymmetry problem in the mean field game theory. LÄS MER
20. Guided Elastic Waves along Periodically Corrugated Structures
Sammanfattning : The present thesis consider time-harmonic surface and guided elastic waves propagating along periodically corrugated structures. The problems discussed deal with various configurations where the surfaces are sinusoidally - singly or doubly - periodic, and the interest is focused on investigating the roots of the dispersion relations and in particular the stopband and cross-over resonances. LÄS MER