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Discontinuous Galerkin and BDF-2 for time-integration and adaptive finite differences to price options
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Scientific Computing.
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Scientific Computing.
2013 (English)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Place, publisher, year, edition, pages
2013.
Series
TVE, 13034
National Category
Computational Mathematics
Identifiers
URN: urn:nbn:se:uu:diva-202649OAI: oai:DiVA.org:uu-202649DiVA: diva2:632453
Educational program
Master Programme in Engineering Physics
Supervisors
Examiners
Available from: 2013-06-26 Created: 2013-06-25 Last updated: 2013-06-26Bibliographically approved

Open Access in DiVA

Discontinuous Galerkin and BDF-2 for time-integration and adaptive finite differences to price options(382 kB)438 downloads
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File name FULLTEXT01.pdfFile size 382 kBChecksum SHA-512
591451281df8ef3ab64c6d01afa9d580cd141daae0d435e4b49023e726ca8e4b5127ff3a1300844929a8aa931428c70d4fd3b3f6a57f8421b8cb8dae8d8ea096
Type fulltextMimetype application/pdf

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Gunnarsson Ekegren, JohanPettersson, Martin
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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • ieee
  • modern-language-association
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
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  • asciidoc
  • rtf