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Fast Fourier Transforms in IMEX-schemes to price options under Bates model
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Analysis and Probability Theory.
2014 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Place, publisher, year, edition, pages
2014. , 22 p.
U.U.D.M. project report, 2014:37
National Category
Mathematical Analysis
URN: urn:nbn:se:uu:diva-246062OAI: oai:DiVA.org:uu-246062DiVA: diva2:791762
Educational program
Master Programme in Mathematics
Available from: 2015-03-02 Created: 2015-03-02 Last updated: 2015-03-02Bibliographically approved

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