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Least Squares Radial Basis Function generated Finite Differences for Option Pricing
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Applied Mathematics and Statistics.
2016 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Place, publisher, year, edition, pages
2016. , p. 32
Series
U.U.D.M. project report ; 2016:51
National Category
Computational Mathematics
Identifiers
URN: urn:nbn:se:uu:diva-312815OAI: oai:DiVA.org:uu-312815DiVA, id: diva2:1064835
Educational program
Master Programme in Mathematics
Supervisors
Examiners
Available from: 2017-01-13 Created: 2017-01-13 Last updated: 2017-01-13Bibliographically approved

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CiteExportLink to record
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