Browsing Department of Mathematics by Subject "Financial derivatives European and American options Exotic options Jump-diffusion models Volatility models Spectral methods Rational approximations Time integration methods Penalty methods."
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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 ...