Research
Title : | Wavelet optimized compact finite difference method for valuation of options |
Area of Research : | Mathematical Sciences |
Focus Area : | Valuation of options, Wavelet optimized compact finite difference |
Principal Investigator : | Dr. Mani Mehra, Associate Professor, Department of Mathematics, Indian Institute of Technology (IIT), Delhi |
Contact info : | mmehra@maths.iitd.ac.in |
Timeline Start Year : | 2015 |
Timeline End Year : | 2018 |
Total Budget (INR): | 16,03,000 |
Details
Organizations involved
Implementing Agency : | Indian Institute of Technology (IIT), New Delhi Funding Agency :Department of Science and Technology (DST), Govt. of India | |