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Filtragem por: Contributor Walker, Homer F. Palavra-chave differential equation

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

Palavra-chave:: option, differential equation, stiff, and financial mathematics
O Criador:: LeRay, David
Advisor:: Walker, Homer F.
Editor:: Worcester Polytechnic Institute
Data Criada:: 2007-05-09
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences