Mesh free methods for differential models in financial mathematics
Philosophiae Doctor - PhD === Many problems in financial world are being modeled by means of differential equation. These problems are time dependent, highly nonlinear, stochastic and heavily depend on the previous history of time. A variety of financial products exists in the market, such as forwar...
| Main Author: | |
|---|---|
| Other Authors: | |
| Language: | en |
| Published: |
University of the Western Cape
2013
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/11394/1779 |