Sökning: "Anna Mikaelyan"
Hittade 1 uppsats innehållade orden Anna Mikaelyan.
1. Analitical study of the Schönbucher-Wilmott model of the feedback effect in illiquid markets
Magister-uppsats, Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE)Sammanfattning : This master project is dedicated to the analysis of one of the nancialmarket models in an illiquid market. This is a nonlinear model. Using analytical methods we studied the symmetry properties of theequation which described the given model. We called this equation aSchonbucher-Wilmott equation or the main equation. LÄS MER
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