Sökning: "mathematical analysis"

Visar resultat 16 - 20 av 1018 avhandlingar innehållade orden mathematical analysis.

  1. 16. Monotonicity formulas and applications in free boundary problems

    Författare :Anders Edquist; Henrik Shahgholian; Wolfgang Reichel; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Partial differential equations; PDE; Free boundary problems; Monotonicity formulas; Mathematical analysis; Analys;

    Sammanfattning : This thesis consists of three papers devoted to the study of monotonicity formulas and their applications in elliptic and parabolic free boundary problems. The first paper concerns an inhomogeneous parabolic problem. LÄS MER

  3. 17. Selected Problems in Financial Mathematics

    Författare :Erik Ekström; Johan Tysk; Svante Janson; Lane P. Hughston; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical analysis; American options; convexity; monotonicity in the volatility; robustness; optimal stopping; parabolic equations; free boundary problems; volatility; Russian options; game options; excessive functions; superreplication; smooth fit; Matematisk analys; Mathematical analysis; Analys;

    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

  4. 18. On the existence and non-existence of a solution to the Hartree-Fock equations with an external magnetic field

    Författare :Mattias Enstedt; Igor Chueshov; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical analysis; Analys; Mathematics; Matematik;

    Sammanfattning : .... LÄS MER

  5. 19. On the pricing equations of some path-dependent options

    Författare :Jonatan Eriksson; Johan Tysk; Maciej Klimek; Tomas Björk; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical analysis; Parabolic partial differential equations; variational inequalities; American options; barrier options; monotonicity in the volatility; turbo warrants; pricing formulas; Matematisk analys; Mathematical analysis; Analys;

    Sammanfattning : This thesis consists of four papers and a summary. The common topic of the included papers are the pricing equations of path-dependent options. LÄS MER

  7. 20. Minkowski Measure of Asymmetry and Minkowski Distance for Convex Bodies

    Författare :Qi Guo; Sten Kaijser; Marek Lassak; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical analysis; Matematisk analys; Mathematical analysis; Analys;

    Sammanfattning : This thesis consists of four papers about the Minkowski measure of asymmetry and the Minkowski (or Banach-Mazur) distance for convex bodies.We relate these two quantities by giving estimates for the Minkowski distance in terms of the Minkowski measure. LÄS MER