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Analysis of errors in derivatives of trigonometric functions: a case study in an extended curriculum programme
(University of the Western Cape, 2012)
Efficient numerical methods based on integral transforms to solve option pricing problems
(University of the Western Cape, 2012)
In this thesis, we design and implement a class of numerical methods (based on integral transforms) to solve PDEs for pricing a variety of financial derivatives. Our approach is based on spectral discretization of the ...
Robust Spectral Methods for Solving Option Pricing Problems
(University of the Western Cape, 2012)
Robust Spectral Methods for Solving Option Pricing Problems
by
Edson Pindza
PhD thesis, Department of Mathematics and Applied Mathematics, Faculty of
Natural Sciences, University of the Western Cape
Ever since the ...