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Efficient Numerical Solution of PIDEs in 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. , 44 p.
Keyword [en]
Financial Mathematics, Efficient Numerical Solution, PIDE, Option Pricing
National Category
Other Mathematics Mathematical Analysis
URN: urn:nbn:se:hh:diva-16399OAI: diva2:445427
Subject / course
Financial Mathematics
2011-05-31, Wigforssallen, Halmstad University, Halmstad, 15:38 (English)
Physics, Chemistry, Mathematics
Available from: 2011-10-04 Created: 2011-10-03 Last updated: 2011-10-04Bibliographically approved

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PIDE(592 kB)722 downloads
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Type fulltextMimetype application/pdf

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Bukina, Elena
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