Numerical Methods for Option Pricing
The thesis studies numerical method for solving partial differential equations arising in financial modelling. More precisely, the thesis is focused on methods of solutions of parabolic equations with state dependent coefficients describing the fair price for European options and American options wi...
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| Format: | Thesis |
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Curtin University
2021
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| Online Access: | http://hdl.handle.net/20.500.11937/86211 |
| _version_ | 1848764792267866112 |
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| author | Dokuchaev, Mikhail |
| author_facet | Dokuchaev, Mikhail |
| author_sort | Dokuchaev, Mikhail |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | The thesis studies numerical method for solving partial differential equations arising in financial modelling. More precisely, the thesis is focused on methods of solutions of parabolic equations with state dependent coefficients describing the fair price for European options and American options with parameters that depend on the state price. |
| first_indexed | 2025-11-14T11:24:59Z |
| format | Thesis |
| id | curtin-20.500.11937-86211 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T11:24:59Z |
| publishDate | 2021 |
| publisher | Curtin University |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-862112021-10-26T00:29:16Z Numerical Methods for Option Pricing Dokuchaev, Mikhail The thesis studies numerical method for solving partial differential equations arising in financial modelling. More precisely, the thesis is focused on methods of solutions of parabolic equations with state dependent coefficients describing the fair price for European options and American options with parameters that depend on the state price. 2021 Thesis http://hdl.handle.net/20.500.11937/86211 Curtin University fulltext |
| spellingShingle | Dokuchaev, Mikhail Numerical Methods for Option Pricing |
| title | Numerical Methods for Option Pricing |
| title_full | Numerical Methods for Option Pricing |
| title_fullStr | Numerical Methods for Option Pricing |
| title_full_unstemmed | Numerical Methods for Option Pricing |
| title_short | Numerical Methods for Option Pricing |
| title_sort | numerical methods for option pricing |
| url | http://hdl.handle.net/20.500.11937/86211 |