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Novel fitted multi-point flux approximation methods for options pricing
It is well known that pricing options in finance generally leads to the resolution of the second order Black-Scholes Partial Differential Equation (PDE). Several studies have been conducted to solve this PDE for pricing different type of financial options. However the Black-Scholes PDE has an analyt...
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| Format: | Thesis |
| Language: | English |
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Department of Mathematics and Applied Mathematics
2021
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