Browsing by Author "Kabir, Mohmed Hassan Mohmed"
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Numerical singular perturbation approaches based on spline approximation methods for solving problems in computational finance
Kabir, Mohmed Hassan Mohmed (University of the Western Cape, 2011)Options are a special type of derivative securities because their values are derived from the value of some underlying security. Most options can be grouped into either of the two categories: European options which can ...