Now showing items 1-1 of 1

    • Impulse Control in Finance: Numerical Methods and Viscosity Solutions 

      Azimzadeh, Parsiad (University of Waterloo, 2017-12-05)
      The goal of this thesis is to provide efficient and provably convergent numerical methods for solving partial differential equations (PDEs) coming from impulse control problems motivated by finance. Impulses, which are ...

      UWSpace

      University of Waterloo Library
      200 University Avenue West
      Waterloo, Ontario, Canada N2L 3G1
      519 888 4883

      All items in UWSpace are protected by copyright, with all rights reserved.

      DSpace software

      Service outages