Option pricing in combination with classical numerical integration methods.

Heung Ling-lung.Thesis (M.Phil.)--Chinese University of Hong Kong, 2001.Includes bibliographical references (leaves 81-82).Abstracts in English and Chinese.Abstract --- p.iAcknowledgements --- p.ivChapter Chapter1: --- Introduction --- p.1Chapter Chapter2: --- Review of binomial schemes and trinomial schemes --- p.4Chapter Chapter3: --- Binomial/trinomial scheme from the viewpoint of quadrature --- p.12Chapter Chapter4: --- Binomial/trinomial schemes from Gaussian quadrature formula --- p.16Chapter Chapter5: --- New Schemes from other quadrature formula --- p.27Chapter Chapter6: --- Multinomial scheme --- p.35Chapter Chapter7: --- Numerical results --- p.41Chapter Chapter8: --- Conclusion --- p.47Appendix --- p.49Bibliography --- p.8