Index Catalog // Hyrax

Remover filtros

Filtragem por: Palavra-chave differential equation Editor Worcester Polytechnic Institute

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