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Efficient Numerical Solution of PIDEs in Option Pricing
Bukina, Elena
Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
(Financial Mathematics)
2011 (English)
Independent thesis Advanced level (degree of Master (One Year)), 15 credits / 22,5 HE credits
Student thesis
Place, publisher, year, edition, pages
2011. , p. 44
Keywords [en]
Financial Mathematics, Efficient Numerical Solution, PIDE, Option Pricing
National Category
Other Mathematics Mathematical Analysis
Identifiers
URN:
urn:nbn:se:hh:diva-16399
OAI: oai:DiVA.org:hh-16399
DiVA, id:
diva2:445427
Subject / course
Financial Mathematics
Presentation
2011-05-31, Wigforssallen, Halmstad University, Halmstad, 15:38 (English)
Uppsok
Physics, Chemistry, Mathematics
Supervisors
Ehrhardt, Matthias, Professor Dr.
University of Wuppertal.
Examiners
Bordag, Ljudmila A., Professor Dr.
Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), Halmstad Embedded and Intelligent Systems Research (EIS), MPE-lab.
Available from:
2011-10-04
Created:
2011-10-03
Last updated:
2011-10-04
Bibliographically approved
Open Access in DiVA
PIDE
(592 kB)
917 downloads
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FULLTEXT01.pdf
File size
592 kB
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67cc24d954f5ad83b89d0a3134e6a8d7443acf5add01b08297db37204389e32a56e0c2e51ce5d0c0ffa8851590495f6b02fe7ccdd676ceb2ba59e817b157b87d
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fulltext
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Bukina, Elena
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Total: 917 downloads
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Total: 262 hits
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Permanent link
http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-16399
Direct link
http://hh.diva-portal.org/smash/record.jsf?pid=diva2:445427
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harvard1
ieee
modern-language-association-8th-edition
vancouver
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harvard1
ieee
modern-language-association-8th-edition
vancouver
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de-DE
en-GB
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