Numerical singular perturbation approaches based on spline approximation methods for solving problems in computational finance
Philosophiae Doctor - PhD === Options are a special type of derivative securities because their values are derived from the value of some underlying security. Most options can be grouped into either of the two categories: European options which can be exercised only on the expiration date, and Ameri...
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| Language: | en |
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University of the Western Cape
2013
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| Online Access: | http://hdl.handle.net/11394/1762 |