On a High Order Numerical Method for Mathematical Models inFinancial Engineering

On a High Order Numerical Method for Mathematical Models inFinancial Engineering

碩士 === 國立臺灣大學 === 數學研究所 === 100 === The aim of this thesis is to address some mathematical issues on the application of pseudo spectral method on several important models in financial engineering, such as scope of application, speed of convergence, numerical stability, etc. This method has been prov...

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Bibliographic Details
Main Authors: You-Gang Chen, 陳幼剛
Other Authors: Keh-Ming Shyue
Format: Others
Language:en_US
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/88505881659190792944
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spelling ndltd-TW-100NTU054790172015-10-13T21:50:16Z http://ndltd.ncl.edu.tw/handle/88505881659190792944 On a High Order Numerical Method for Mathematical Models inFinancial Engineering 高精度算法在金融數學模型中的應用 You-Gang Chen 陳幼剛 碩士 國立臺灣大學 數學研究所 100 The aim of this thesis is to address some mathematical issues on the application of pseudo spectral method on several important models in financial engineering, such as scope of application, speed of convergence, numerical stability, etc. This method has been proven superior with respect to the traditional ones especially for problems with special boundary conditions. Keh-Ming Shyue 薛克民 2012 學位論文 ; thesis 51 en_US
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language en_US
format Others
sources NDLTD
description 碩士 === 國立臺灣大學 === 數學研究所 === 100 === The aim of this thesis is to address some mathematical issues on the application of pseudo spectral method on several important models in financial engineering, such as scope of application, speed of convergence, numerical stability, etc. This method has been proven superior with respect to the traditional ones especially for problems with special boundary conditions.
author2 Keh-Ming Shyue
author_facet Keh-Ming Shyue
You-Gang Chen
陳幼剛
author You-Gang Chen
陳幼剛
spellingShingle You-Gang Chen
陳幼剛
On a High Order Numerical Method for Mathematical Models inFinancial Engineering
author_sort You-Gang Chen
title On a High Order Numerical Method for Mathematical Models inFinancial Engineering
title_short On a High Order Numerical Method for Mathematical Models inFinancial Engineering
title_full On a High Order Numerical Method for Mathematical Models inFinancial Engineering
title_fullStr On a High Order Numerical Method for Mathematical Models inFinancial Engineering
title_full_unstemmed On a High Order Numerical Method for Mathematical Models inFinancial Engineering
title_sort on a high order numerical method for mathematical models infinancial engineering
publishDate 2012
url http://ndltd.ncl.edu.tw/handle/88505881659190792944
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AT chényòugāng gāojīngdùsuànfǎzàijīnróngshùxuémóxíngzhōngdeyīngyòng
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