Ph.D. University of Western Australia 2010
Dissertation: Numerical methods for the solution of the HJB equations arising in European and American option pricing with proportional transaction costs
Mathematics Subject Classification: 65—Numerical analysis
Advisor 1: Song Wang
Advisor 2: Chuen Jin Goh
No students known.
If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 227214 for the advisor ID.