Mathematical Models and Numerical Methods for Pricing Options on Investment Projects under Uncertainties
In this work, we focus on establishing partial differential equation (PDE) models for pricing flexibility options on investment projects under uncertainties and numerical methods for solving these models. we develop a finite difference method and an advanced fitted finite volume scheme and combine w...
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| Format: | Thesis |
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Curtin University
2020
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| Online Access: | http://hdl.handle.net/20.500.11937/83866 |