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Wavelet optimized compact finite difference method for valuation of options

Implementing Organization

Indian Institute of Technology (IIT), New Delhi
Principal Investigator
Dr. Mani Mehra
Associate Professor, Department of Mathematics, Indian Institute of Technology (IIT), Delhi

Related Research

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Funding Organization
Funding Organization
Department of Science and Technology (DST)
Quick Information
Area of Research
Mathematical Sciences
Focus Area
Valuation of options, Wavelet optimized compact finite difference
Start Date
2015
End Date
2018
Status
Completed
Contact
mmehra@maths.iitd.ac.in
Output
No. of Research Paper
00
Technologies (If Any)
00
No. of PhD Produced
00
Publications
00
No. of Patents
Filed : 00
Grant : 00
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