Skip navigation

Items where Author is "Rout, Sweta"

Items where Author is "Rout, Sweta"

Up a level
Export as [feed] RSS
Group by: Item Type | Uncontrolled Keywords | No Grouping
Number of items: 2.

Parrott, Kevin and Rout, Sweta (2006) Semi-Lagrange time integration for PDE models of asian options. Progress in Industrial Mathematics at ECMI 2004. Mathematics in Industry, 8 . Springer Berlin / Heidelberg, Berlin, pp. 432-436. ISBN 9783540280729 (doi:https://doi.org/10.1007/3-540-28073-1)

Rout, Sweta (2005) The mathematical modelling and numerical solution of options pricing problems. PhD thesis, University of Greenwich.

This list was generated on Fri Mar 29 11:50:26 2024 UTC.