Adaptive wavelet collacation methods for option pricing PDEs

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dc.contributor.advisorWare, Antony F.
dc.contributor.authorLi, Hua
dc.date.accessioned2017-12-18T21:10:56Z
dc.date.available2017-12-18T21:10:56Z
dc.date.issued2006
dc.descriptionBibliography: p. 187-194en
dc.format.extentxiv, 194 leaves : ill. ; 30 cm.en
dc.identifier.citationLi, H. (2006). Adaptive wavelet collacation methods for option pricing PDEs (Doctoral thesis, University of Calgary, Calgary, Canada). Retrieved from https://prism.ucalgary.ca. doi:10.11575/PRISM/553en_US
dc.identifier.doihttp://dx.doi.org/10.11575/PRISM/553
dc.identifier.urihttp://hdl.handle.net/1880/101554
dc.language.isoeng
dc.publisher.institutionUniversity of Calgaryen
dc.publisher.placeCalgaryen
dc.rightsUniversity of Calgary graduate students retain copyright ownership and moral rights for their thesis. You may use this material in any way that is permitted by the Copyright Act or through licensing that has been assigned to the document. For uses that are not allowable under copyright legislation or licensing, you are required to seek permission.
dc.titleAdaptive wavelet collacation methods for option pricing PDEs
dc.typedoctoral thesis
thesis.degree.disciplineMathematics and Statistics
thesis.degree.grantorUniversity of Calgary
thesis.degree.nameDoctor of Philosophy (PhD)
ucalgary.thesis.accessionTheses Collection 58.002:Box 1659 520492176
ucalgary.thesis.notesUARCen
ucalgary.thesis.uarcreleaseyen
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