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Showing 1 to 2 of 2 for “"MPFA methods"”.

  1. Novel fitted multi-point flux approximation methods for options pricing

    … Black-Scholes PDE strongly relies on numerical methods. The finite difference method and the finite volume method are amongst the most used numerical methods for its resolution. Besides, the BlackScholes PDE is degenerated when stock price approaches zero. This degeneracy affects negatively the …

    cape-town Repository record for Novel fitted multi-point flux approximation methods for options pricing (opens in a new tab)

  2. Multi-Point Flux Approximations via the O-Method

    … be used to recover more of that oil, but these methods are quite expensive. When a company is deciding if it is worth their time and money to use enhanced oil recovery methods, simulations can be used to model oil flow, showing the behavior and location of the oil. While methods do exist to …

    usm Repository record for Multi-Point Flux Approximations via the O-Method (opens in a new tab)