ADI schemes for the efficient and stable numerical pricing of financial options via multidimensional partial differential equations

Publication

Title				ADI schemes for the efficient and stable numerical pricing of financial options via multidimensional partial differential equations

Author				Haentjens, Tinne

Language				English

Publication				Antwerpen : Universiteit Antwerpen, Faculteit Wetenschappen, Departement Wiskunde-Informatica , 2013

Volume/pages				137 p. : ill.

UAntwerpen

Faculty/Department				Faculty of Sciences. Mathematics and Computer Science

Research group				Applied mathematics
Publication type				Doctoral thesis

Subject				Mathematics

Affiliation				Publications with a UAntwerp address

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Creation

20.12.2013

Last edited

07.10.2022

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