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Alternating direction implicit finite-difference method for financial engineering

descriptionPublicationkeyboard_double_arrow_right Thesis 24 Dec 2012 Singapore English
Authors: Wang, Dong;

handle: 10356/50951

Alternating direction implicit finite-difference method for financial engineering

Abstract

Finite difference method (FDM) is widely used to solve partial differential equations (PDE), for example, heat equation is one of the most important differential equations in mathematical physics that can be solved by FDM. One great application of FDM is computational electromagnetic. Another important application is quantitative finance that this dissertation will focus on.

Master of Science (Communications Engineering)

Country
Singapore
Related Organizations
Keywords

DRNTU::Engineering::Electrical and electronic engineering

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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