Meshfree methods in financial engineering
In this thesis I use the radial basis function (RBF) interpolation, a meshfree method, to solve problems in financial engineering. They involve partial differen- tial equations whose closed-form solutions do not exist or are difficult to compute, cumbersome or time-consuming. The thesis consists of...
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University of Essex
2012
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.558838 |