HKUST Library Institutional Repository Banner

HKUST Institutional Repository >
Mathematics >
MATH Presentations >

Please use this identifier to cite or link to this item: http://hdl.handle.net/1783.1/223
Title: Numerical algorithms for free boundary value problems in finance
Authors: Kwok, Yue Kuen
Keywords: Free boundary value problems
Finance
Options
Front fixing transformation
Numerical algorithms
Issue Date: 12-Aug-2003
URI: http://hdl.handle.net/1783.1/223
Appears in Collections:MATH Presentations

Files in This Item:

File Description SizeFormat
6FrontFix.pdf233KbAdobe PDFView/Open

All items in this Repository are protected by copyright, with all rights reserved.