Essays about: "tamara shmidt"

Found 1 essay containing the words tamara shmidt.

  1. 1. Meshfree methods in option pricing

    University essay from Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE); Tillämpad matematik och fysik (MPE-lab)

    Author : Anna Belova; Tamara Shmidt; [2011]
    Keywords : Financial Mathematics; option pricing; RBF; PDE; meshfree methods;

    Abstract : A meshfree approximation scheme based on the radial basis function methods is presented for the numerical solution of the options pricing model. This thesis deals with the valuation of the European, Barrier, Asian, American options of a single asset and American options of multi assets. The option prices are modeled by the Black-Scholes equation. READ MORE