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Analytical solution of the arithmetic Asian option partial differential equation using several transformation methods /

Elshegmani, Zieneb Ali,

Analytical solution of the arithmetic Asian option partial differential equation using several transformation methods / Zieneb Ali Elshegmani. - xiii, 108 p. ; 30 cm.

Cd yang disertakan adalah duplikasi kepada tesis bercetak dan tidak boleh dirujuk/dipinjam.

Thesis (Ph.D.) - Universiti Kebangsaan Malaysia, 2013.

References : p. [103]-107.

Subjects--Corporate Names:
Universiti Kebangsaan Malaysia--Dissertations.

Subjects--Topical Terms:
Dissertations, Academic--Malaysia.
Options (Finance).
Fourier analysis.
Finance--Mathematical models.
Differential equations, Partial.
Differential equations, Partial--Numerical solutions.

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Analytical solution of the arithmetic Asian option partial differential equation using several transformation methods /

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