Parameter-uniform numerical methods for problems with layer phenomena: Application in mathematical finance
Ph.D
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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 |
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National University of Singapore |
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English |
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Black-Scholes Equation, Singular Perturbation, Boundary Layer, Interior Layer, Singularity Splitting Method, Piecewise Uniform Mesh |
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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 |
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Ph.D |
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MATHEMATICS |
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MATHEMATICS LI SHUIYING |
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Theses and Dissertations |
author |
LI SHUIYING |
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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 |
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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 |
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2010 |
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http://scholarbank.nus.edu.sg/handle/10635/13322 |
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