Analytical solution of the arithmetic Asian option partial differential equation using several transformation methods - Elshegmani, Zieneb Ali (2013)
Cd yang disertakan adalah duplikasi kepada tesis bercetak dan tidak boleh dirujuk/dipinjam.
Thesis (Ph.D.) - Universiti Kebangsaan Malaysia, 2013.
References : p. [103]-107.
Keywords: Universiti Kebangsaan Malaysia -- Dissertations; Dissertations, Academic -- Malaysia; Options (Finance).; Fourier analysis; Finance -- Mathematical models; Differential equations, Partial; Differential equations, Partial -- Numerical solutions