Title
ADI schemes for the efficient and stable numerical pricing of financial options via multidimensional partial differential equations ADI schemes for the efficient and stable numerical pricing of financial options via multidimensional partial differential equations
Author
Faculty/Department
Faculty of Sciences. Mathematics and Computer Science
Publication type
doctoralThesis
Publication
Antwerpen :Universiteit Antwerpen, Faculteit Wetenschappen, Departement Wiskunde-Informatica, [*]
Subject
Mathematics
Volume/pages
137 p., ill.
Carrier
E
Target language
English (eng)
Affiliation
University of Antwerp
Handle