Analytical solution of the arithmetic Asian option partial differential equation using several transformation methods /

Analytical solution of the arithmetic Asian option partial differential equation using several transformation methods /

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Bibliographic Details
Main Author: Elshegmani, Zieneb Ali (Author)
Format: Thesis Book
Language:English
Subjects:
Universiti Kebangsaan Malaysia > Dissertations.
Dissertations, Academic > Malaysia.
Options (Finance).
Fourier analysis.
Finance > Mathematical models.
Differential equations, Partial.
Differential equations, Partial > Numerical solutions.
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Description
Item Description:Cd yang disertakan adalah duplikasi kepada tesis bercetak dan tidak boleh dirujuk/dipinjam.
Physical Description:xiii, 108 p. ; 30 cm.
Bibliography:References : p. [103]-107.

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