Sökning: "Anna Mikaelyan"

Hittade 1 uppsats innehållade orden Anna Mikaelyan.

  1. 1. Analitical study of the Schönbucher-Wilmott model of the feedback effect in illiquid markets

    Magister-uppsats, Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE)

    Författare :Anna Mikaelyan; [2009]
    Nyckelord :Analytical study nonlinear model; illiquid markets; Lie group analysis; Mathematics;

    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