Sökning: "Dmitry Shcherbakov"
Hittade 1 uppsats innehållade orden Dmitry Shcherbakov.
1. Exponential Fitting, Finite Volume and Box Methods in Option Pricing.
Magister-uppsats, Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE); Tillämpad matematik och fysik (MPE-lab)Sammanfattning : In this thesis we focus mainly on special finite differences and finite volume methods and apply them to the pricing of barrier options.The structure of this work is the following: in Chapter 1 we introduce the definitions of options and illustrate some properties of vanilla European options and exotic options. LÄS MER
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