Thesiss

1981 works - Thesiss.

"1981" Result

The following dissertation contains two distinct empirical essays which contribute to the overall field of Financial Economics. Chapter 1, entitled "The Determinants of Dynamic Dependence: An Analysis of Commodity Futures and Equity Markets," examines the determinants of the dyn…

In this thesis we study variational inequalities with gradient constraints. We consider the questions of regularity of their solutions, and regularity of their free boundaries. We also study the relation between variational inequalities with gradient constraint and the obstacle …