Items where Author is "Rout, Sweta"
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Parrott, Kevin and Rout, Sweta (2006) Semi-Lagrange time integration for PDE models of asian options. In: Progress in Industrial Mathematics at ECMI 2004. Mathematics in Industry, 8 . Springer Berlin / Heidelberg, Berlin, pp. 432-436. ISBN 9783540280729 (doi:10.1007/3-540-28073-1)
Rout, Sweta (2005) The mathematical modelling and numerical solution of options pricing problems. PhD thesis, University of Greenwich.