Year
2017
Degree Name
Doctor of Philosophy
Department
School of Mathematics and Applied Statistics
Abstract
This thesis studies the pricing of the American-style options under different formulations and frameworks. A PDE-based computational framework is adopted with focus on a novel inverse isotherm finite element method which is suited to problems with phase change as known in mechanics.
Recommended Citation
Adegboyegun, Bolujo Joseph, A further study of the inverse finite element approach for pricing American-style options, Doctor of Philosophy thesis, School of Mathematics and Applied Statistics, University of Wollongong, 2017. https://ro.uow.edu.au/theses1/30
FoR codes (2008)
0104 STATISTICS
Unless otherwise indicated, the views expressed in this thesis are those of the author and do not necessarily represent the views of the University of Wollongong.