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Finite Volume Methods for Option Pricing
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 creditsStudent thesis
Place, publisher, year, edition, pages
2011. , 47 p.
Keyword [en]
Financial Mathematics, finite volume method, option pricing
National Category
Other Mathematics Mathematical Analysis
Identifiers
URN: urn:nbn:se:hh:diva-16397OAI: oai:DiVA.org:hh-16397DiVA: diva2:445422
Subject / course
Financial Mathematics
Presentation
2011-05-31, Wigforssallen, Halmstad University, Halmstad, 15:31 (English)
Uppsok
Physics, Chemistry, Mathematics
Supervisors
Examiners
Available from: 2011-10-04 Created: 2011-10-03 Last updated: 2011-10-04Bibliographically approved

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micdem_thesis(586 kB)678 downloads
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File name FULLTEXT01.pdfFile size 586 kBChecksum SHA-512
08d4a30ee42f14b1b609d934a2a067e1f0ab44481fb06d2f37812daf4a566433688faa9340e41f1f25ba300463cc5d6c4236bd555ea9782e7505adc2f80046da
Type fulltextMimetype application/pdf

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CiteExportLink to record
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Citation style
  • apa
  • ieee
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  • de-DE
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Output format
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