Sökning: "Teitur Arnarson"

Hittade 1 avhandling innehållade orden Teitur Arnarson.

1. 1. PDE methods for free boundary problems in financial mathematics

   Författare :Teitur Arnarson; Henrik Shahgholian; Diogo Gomes; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; MATHEMATICS; MATEMATIK;

   Sammanfattning : We consider different aspects of free boundary problems that have financial applications. Papers I–III deal with American option pricing, in which case the boundary is called the early exercise boundary and separates the region where to hold the option from the region where to exercise it. LÄS MER