University of Sussex
Browse

File(s) not publicly available

Black-Scholes type equations: mathematical analysis, parameter identification & numerical solution

thesis
posted on 2023-06-08, 09:48 authored by Bertram Duering
In this work we are concerned with the analysis and numerical solution of Black-Scholes type equations arising in the modeling of incomplete financial markets and an inverse problem of determining the local volatility function in a generalized Black-Scholes model from observed option prices.

History

Publisher

J. Gutenberg-Universität Mainz, Germany

Department affiliated with

  • Mathematics Theses

Qualification level

  • doctoral

Qualification name

  • phd

Institution

J. Gutenberg-Universität Mainz, Germany

Full text available

  • No

Legacy Posted Date

2012-02-06

Usage metrics

    University of Sussex (Theses)

    Categories

    No categories selected

    Keywords

    Exports

    RefWorks
    BibTeX
    Ref. manager
    Endnote
    DataCite
    NLM
    DC