Valuation of financial derivatives through transmutation operator methods
Nowadays there is a fast development of the methods based on transmutation operators (TO) theory for solving differential equations. The possibility to construct the images of solutions for TO in certain cases allowed the construction of accurate numerical solutions to several problems that appear i...
| Autor principal: | |
|---|---|
| Formato: | doctoralThesis |
| Idioma: | eng |
| Publicado em: |
2019
|
| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10071/17092 |
| País: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/17092 |