Bergische Universität Wuppertal Fachbereich Mathematik und Naturwissenschaften Angewandte Mathematik - Numerische Analysis

People Research Publications Teaching

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ADE, ADI and LOD Splitting Methods for Option Pricing

Masterarbeit Wirtschaftsmathematik

Master's Thesis in Financial Mathematics, Halmstad University, Sweden

Supervision

• Prof. Dr. Matthias Ehrhardt

Description

In this thesis we discuss ...

Keywords

ADE splitting, ADI method, LOD method, Ikonen-Toivanen splitting

References:

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