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Filtering by: Contributor Walker, Homer F. Creator LeRay, David Collections Masters Reports

1. Efficient Pricing of an Asian Put Option Using Stiff ODE Methods

Keyword:: option, differential equation, stiff, and financial mathematics
Creator:: LeRay, David
Advisor:: Walker, Homer F.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2007-05-09
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences