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Implementation of Some Finite Difference Methods for the Pricing of Derivatives using C++ Programming.

Parola chiave:

Pricing, Finite, C++, and Finite Difference

Creatore:

Ampadu, Ebenezer

Advisor:

Vermes, Domokos

Editore:

Worcester Polytechnic Institute

data di creazione:

2007-05-18

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences