Numerical Methods for Option Pricing
| dc.contributor.author | Dokuchaev, Mikhail | |
| dc.contributor.supervisor | Guanglu Zhou | en_US |
| dc.contributor.supervisor | Song Wang | en_US |
| dc.contributor.supervisor | Kok Lay Teo | en_US |
| dc.date.accessioned | 2021-10-26T00:29:16Z | |
| dc.date.available | 2021-10-26T00:29:16Z | |
| dc.date.issued | 2021 | en_US |
| dc.identifier.uri | http://hdl.handle.net/20.500.11937/86211 | |
| dc.description.abstract |
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. | en_US |
| dc.publisher | Curtin University | en_US |
| dc.title | Numerical Methods for Option Pricing | en_US |
| dc.type | Thesis | en_US |
| dcterms.educationLevel | PhD | en_US |
| curtin.department | School of Electrical Engineering, Computing and Mathematical Sciences | en_US |
| curtin.accessStatus | Open access | en_US |
| curtin.faculty | Science and Engineering | en_US |
| curtin.contributor.orcid | Dokuchaev, Mikhail [0000-0002-1970-0416] | en_US |