Sumários
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9 Maio 2023, 10:00 • João Janela
Numerical methods for American Options (cont.)
Preparation for the exam (1/2)
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2 Maio 2023, 10:00 • João Janela
American Options.
Free boundary problem and linear complementarity formulation.
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27 Abril 2023, 11:30 • João Janela
Finite difference methods for the Black Scholes equation (cont.)
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18 Abril 2023, 10:00 • João Janela
Initial and Boundary value problems.
Finite difference schemes for the heat equation.