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Items where Author is "Rout, Sweta"

Items where Author is "Rout, Sweta"

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Number of items: 10.

Asian American Options

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:10.1007/3-540-28073-1)

Black-Scholes

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

coordinate transformation

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:10.1007/3-540-28073-1)

finance

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

finite difference

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:10.1007/3-540-28073-1)

mathematics

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

modelling

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

numerical analysis

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

option pricing problem

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

semi-Lagrange time integration

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:10.1007/3-540-28073-1)

This list was generated on Tue Apr 24 08:05:07 2018 BST.