Richardson's extrapolation. Exponentially fitted F-D schemes.

15 Abril 2016, 19:00 • Fernando Manuel Rodrigues Ferreira Gonçalves

Richardson's Extrapolation.

Exponentially fitted F-D schemes.

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Richardson’s extrapolation.

12 Abril 2016, 19:00 • Fernando Manuel Rodrigues Ferreira Gonçalves

Richardson's extrapolation.

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F-D schemes for American options.

5 Abril 2016, 19:00 • Fernando Manuel Rodrigues Ferreira Gonçalves

F-D schemes for American options.

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Binomial methods for American options; F-D schemes for European options.

1 Abril 2016, 19:00 • Fernando Manuel Rodrigues Ferreira Gonçalves

Binomial methods for American options.

F-D schemes for European options.

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Binomial methods for European options.

29 Março 2016, 19:00 • Fernando Manuel Rodrigues Ferreira Gonçalves

Binomial methods for European options.

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