Items where Author is "Rout, Sweta"
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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:https://doi.org/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:https://doi.org/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:https://doi.org/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:https://doi.org/10.1007/3-540-28073-1)