Essays about: "Uhliarik"
Found 1 essay containing the word Uhliarik.
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1. Operator Splitting Methods and Artificial Boundary Conditions for a nonlinear Black-Scholes equation
University essay from Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE); Tillämpad matematik och fysik (MPE-lab)Abstract : There are some nonlinear models for pricing financial derivatives which can improve the linear Black-Scholes model introduced by Black, Scholes and Merton. In these models volatility is not constant anymore, but depends on some extra variables. It can be, for example, transaction costs, a risk from a portfolio, preferences of a large trader, etc. READ MORE
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