Numerical Methods for Option Pricing

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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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Bibliographic Details
Main Author:	Dokuchaev, Mikhail
Format:	Thesis
Published:	Curtin University 2021
Online Access:	http://hdl.handle.net/20.500.11937/86211

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