The master thesis is devoted to an analysis of equilibrium or reaction-function models in illiquidity markets of derivatives. The main equation is a nonlinear equation which is a perturbation of Black-Scholes model. By using analytical methods we study invariant and scaling properties for the considered model.
| Identifer | oai:union.ndltd.org:UPSALLA1/oai:DiVA.org:hh-1636 |
| Creators | Sergeeva, Nadezda |
| Publisher | Högskolan i Halmstad, Sektionen för lärarutbildning (LUT), Högskolan i Halmstad/Sektionen för lärarutbildning (LUT) |
| Source Sets | DiVA Archive at Upsalla University |
| Language | English |
| Detected Language | English |
| Type | Student thesis, info:eu-repo/semantics/bachelorThesis, text |
| Format | application/pdf |
| Rights | info:eu-repo/semantics/openAccess |
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