Parameter-uniform numerical methods for problems with layer phenomena: Application in mathematical finance

Ph.D

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Main Author: LI SHUIYING
Other Authors: MATHEMATICS
Format: Theses and Dissertations
Language:English
Published: 2010
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/13322
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Institution: National University of Singapore
Language: English
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spelling sg-nus-scholar.10635-133222015-01-07T10:48:23Z Parameter-uniform numerical methods for problems with layer phenomena: Application in mathematical finance LI SHUIYING MATHEMATICS LAWTON, WAYNE M Black-Scholes Equation, Singular Perturbation, Boundary Layer, Interior Layer, Singularity Splitting Method, Piecewise Uniform Mesh Ph.D DOCTOR OF PHILOSOPHY 2010-04-08T10:31:59Z 2010-04-08T10:31:59Z 2007-10-02 Thesis LI SHUIYING (2007-10-02). Parameter-uniform numerical methods for problems with layer phenomena: Application in mathematical finance. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/13322 NOT_IN_WOS en
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
language English
topic Black-Scholes Equation, Singular Perturbation, Boundary Layer, Interior Layer, Singularity Splitting Method, Piecewise Uniform Mesh
spellingShingle Black-Scholes Equation, Singular Perturbation, Boundary Layer, Interior Layer, Singularity Splitting Method, Piecewise Uniform Mesh
LI SHUIYING
Parameter-uniform numerical methods for problems with layer phenomena: Application in mathematical finance
description Ph.D
author2 MATHEMATICS
author_facet MATHEMATICS
LI SHUIYING
format Theses and Dissertations
author LI SHUIYING
author_sort LI SHUIYING
title Parameter-uniform numerical methods for problems with layer phenomena: Application in mathematical finance
title_short Parameter-uniform numerical methods for problems with layer phenomena: Application in mathematical finance
title_full Parameter-uniform numerical methods for problems with layer phenomena: Application in mathematical finance
title_fullStr Parameter-uniform numerical methods for problems with layer phenomena: Application in mathematical finance
title_full_unstemmed Parameter-uniform numerical methods for problems with layer phenomena: Application in mathematical finance
title_sort parameter-uniform numerical methods for problems with layer phenomena: application in mathematical finance
publishDate 2010
url http://scholarbank.nus.edu.sg/handle/10635/13322
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