Numerical methods for the calibration problem in finance and mean field game equations
This thesis contains five papers and an introduction. The first four of the included papers are related to financial mathematics and the fifth paper studies a case of mean field game equations. The introduction thus provides background in financial mathematics relevant to the first four papers, and...
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| Format: | Doctoral Thesis |
| Language: | English |
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KTH, Numerisk analys, NA
2017
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-214082 http://nbn-resolving.de/urn:isbn:978-91-7729-519-8 |