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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
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Collections
Masters Reports
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1
Year
2007
1
O Criador
LeRay, David
1
Advisor
Walker, Homer F.
1
Contributor
Walker, Homer F.
1
Unit (Department)
Mathematical Sciences
1
Editor
Worcester Polytechnic Institute
1
Tipo de recurso
Report
1
