Essays about: "Sidra Tajammal"
Found 1 essay containing the words Sidra Tajammal.
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1. Fourth-Order Runge-Kutta Method for Generalized Black-Scholes Partial Differential Equations
University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikationAbstract : The famous Black-Scholes partial differential equation is one of the most widely used and researched equations in modern financial engineering to address the complex evaluations in the financial markets. This thesis investigates a numerical technique, using a fourth-order discretization in time and space, to solve a generalized version of the classical Black-Scholes partial differential equation. READ MORE
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