Narrow your search

Library

LUCA School of Arts (2)

Odisee (2)

Thomas More Kempen (2)

Thomas More Mechelen (2)

UCLL (2)

Vlerick Business School (2)

VIVES (2)

VUB (2)

KU Leuven (1)

National Bank of Belgium (1)

More...

Resource type

book (2)


Language

English (2)


Year
From To Submit

2015 (1)

1973 (1)

Listing 1 - 2 of 2
Sort by

Book
Initial value methods for boundary value problems
Author:
ISBN: 9780124929500 0124929508 9786612755378 1282755374 0080956092 9780080956091 9781282755376 6612755377 Year: 1973 Volume: 100 Publisher: New York Academic Press

Loading...
Export citation

Choose an application

Bookmark

Abstract

In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank


Book
The numerical solution of the American option pricing problem : finite difference and transform approaches
Authors: --- ---
ISBN: 9814452629 9789814452625 9789814452618 9814452610 Year: 2015 Publisher: Singapore : World Scientific Publishing Company,

Loading...
Export citation

Choose an application

Bookmark

Abstract

The early exercise opportunity of an American option makes it challenging to price and an array of approaches have been proposed in the vast literature on this topic. In The Numerical Solution of the American Option Pricing Problem , Carl Chiarella, Boda Kang and Gunter Meyer focus on two numerical approaches that have proved useful for finding all prices, hedge ratios and early exercise boundaries of an American option. One is a finite difference approach which is based on the numerical solution of the partial differential equations with the free boundary problem arising in American option pr

Listing 1 - 2 of 2
Sort by