Doctor of Philosophy
School of Mathematics and Applied Statistics
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. http://ro.uow.edu.au/theses1/30
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.