Search for dissertations about: "Slobodan Milovanović"

Found 1 swedish dissertation containing the words Slobodan Milovanović.

2. 1. Radial Basis Function generated Finite Difference Methods for Pricing of Financial Derivatives

   Author : Slobodan Milovanović; Lina von Sydow; Bertram Düring; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Radial basis function; Finite difference; Computational finance; Pricing of financial derivatives; Option pricing; Partial differential equation; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

   Abstract : The purpose of this thesis is to present state of the art in radial basis function generated finite difference (RBF-FD) methods for pricing of financial derivatives. This work provides a detailed overview of RBF-FD properties and challenges that arise when the RBF-FD methods are used in financial applications. READ MORE