Search for dissertations about: "Free-boundary problems"

Showing result 16 - 20 of 22 swedish dissertations containing the words Free-boundary problems.

  2. 16. Valuation and Optimal Strategies in Markets Experiencing Shocks

    Author : Hannah Dyrssen; Erik Ekström; Damien Lamberton; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; American options; optimal stopping; game options; jump diffusion; jump to default; free-boundary problems; early exercise premium; integral equation; parabolic pde; convexity; sequential testing; fixed-point approach; Mathematics with specialization in Applied Mathematics; Matematik med inriktning mot tillämpad matematik;

    Abstract : 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. READ MORE

  4. 17. Some properties of one and twophase quadrature domains

    Author : Mahmoudreza Bazarganzadeh; Henrik Shahgholian; Boris Shapiro; Anzdrej Szulkin; Stockholm University Department of Mathematics; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Quadrature domain; Two- phase problems; Uniqueness; Free boundary problem; Level set method; Shape optimization. 2000 MSC: Primary 35R35; Secondary 35B06; 76D27; 49Q10;

    Abstract : .... READ MORE

  5. 18. Tangential Touch Between Free And Fixed Boundaries

    Author : Norayr Matevosyan; KTH; []
    Keywords : free boundary problems; regularity; contact points;

    Abstract : .... READ MORE

  6. 19. Essays in Finance Related Problems with PDE Approach

    Author : Sadna Sajadini; Henrik Shah Gholian; Jonas Tysk; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : 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. READ MORE

  7. 20. Guided Elastic Waves along Periodically Corrugated Structures

    Author : Ahmed M. A. El-Bahrawy; Chalmers tekniska högskola; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Abstract : 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. READ MORE