Wen Li
Original record- Institution
- University of Western Australia
- Year
- 2010
- Country
- Australia
- MGP identifier
- 227214
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
Advisors 2
- Song WangTrinity College, Dublin · 1989
- Chuen Jin GohCalifornia Institute of Technology · 1983
Students 0
No students recorded in this snapshot.