Add to ORKGThe finite element method is well suited to the numerical solution of the partial differential equations arising in finance because they al-low for a posteriori error estimates and mesh adaptivity. The method will be described on three simple examples and its advantages will be emphasized
This thesis studies the pricing of the American-style options under different formulations and frame...
Available from British Library Document Supply Centre-DSC:D217108 / BLDSC - British Library Document...
本稿は、試験関数の基底関数が屋根関数であるときの有限要素法(FEM)によって、オプションを評価することについて考察を行う。本稿の結論は2点に要約される。第1に、FEMによるオプション評価のアリゴリズム...
In many instances closed form solutions to option pricing problems are not possible. In these cases ...
. This paper presents a general approach for solving two-factor (two-dimensional) option pricing pro...
AbstractReal option pricing problems in investment project evaluation are mostly solved by the simul...
This project investigates the application of finite difference schemes to option pricing problems. I...
Stock options are priced numerically using space- and time-adaptive finite difference methods. Europ...
The thesis on option pricing by finite difference methods focuses on the numerical methods used to p...
Now a days mathematics can be used for many different purposes or topics, and every day new fields t...
In recent years leading-edge financial institutions routinely use advanced analytical and numerical ...
In this thesis we develop an adaptive finite elementmethod for pricing of several path-dependent opt...
The thesis studies numerical method for solving partial differential equations arising in financial ...
There is the need for applying numerical methods to problems that cannot be solved analytically and ...
Accurate and efficient numerical solutions have been described for a selection of financial options ...
This thesis studies the pricing of the American-style options under different formulations and frame...
Available from British Library Document Supply Centre-DSC:D217108 / BLDSC - British Library Document...
本稿は、試験関数の基底関数が屋根関数であるときの有限要素法(FEM)によって、オプションを評価することについて考察を行う。本稿の結論は2点に要約される。第1に、FEMによるオプション評価のアリゴリズム...
In many instances closed form solutions to option pricing problems are not possible. In these cases ...
. This paper presents a general approach for solving two-factor (two-dimensional) option pricing pro...
AbstractReal option pricing problems in investment project evaluation are mostly solved by the simul...
This project investigates the application of finite difference schemes to option pricing problems. I...
Stock options are priced numerically using space- and time-adaptive finite difference methods. Europ...
The thesis on option pricing by finite difference methods focuses on the numerical methods used to p...
Now a days mathematics can be used for many different purposes or topics, and every day new fields t...
In recent years leading-edge financial institutions routinely use advanced analytical and numerical ...
In this thesis we develop an adaptive finite elementmethod for pricing of several path-dependent opt...
The thesis studies numerical method for solving partial differential equations arising in financial ...
There is the need for applying numerical methods to problems that cannot be solved analytically and ...
Accurate and efficient numerical solutions have been described for a selection of financial options ...
This thesis studies the pricing of the American-style options under different formulations and frame...
Available from British Library Document Supply Centre-DSC:D217108 / BLDSC - British Library Document...
本稿は、試験関数の基底関数が屋根関数であるときの有限要素法(FEM)によって、オプションを評価することについて考察を行う。本稿の結論は2点に要約される。第1に、FEMによるオプション評価のアリゴリズム...