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Wavelet optimized compact finite difference method for valuation of options

Implementing Organization

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

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 Year
2015
End Year
2018
Sanction Amount
₹ 16.03 L
Status
Completed
Output
No. of Research Paper
00
Technologies (If Any)
00
No. of PhD Produced
N/A
Startup (If Any)
00
No. of Patents
Filed :00
Grant :00
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