Ph. D. Thesis


  1. Full text, available as pdf.
  2. Table of Contents , available as pdf .
  3. Introduction, available as pdf .
  4. PART I - A Mathematical description of Financial markets, available as pdf .
  5. PART II - Analytical results: viscosity solutions for nonlinear integro - differential equations, available as pdf .
  6. PART III - Numerical approximation of the integro - differential models for Financial Markets, available as pdf .
  7. Bibliography, available as pdf .