Essays about: "Ebba Mellquist"

Found 2 essays containing the words Ebba Mellquist.

1. 1. Perpetual American Options and ImpliedVolatility

   University essay from Uppsala universitet/Sannolikhetsteori och kombinatorik

   Author : Ebba Mellquist; [2022]
   Keywords : ;

   Abstract : This thesis analyzes perpetual American options and in particular aimsto identify what kind of behavior the implied volatility of perpetual Americanput options display. Using two different approaches, we derive the valuefunction for the American put option. READ MORE

3. 2. Galois Theory and the Artin-Schreier Theorem

   University essay from Uppsala universitet/Algebra och geometri

   Author : Ebba Mellquist; [2020]
   Keywords : ;

   Abstract : .... READ MORE