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Filtering by: Advisor Walker, Homer F. Keyword differential equation

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