Research

Mathematical Sciences

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

Timeline Start Year :

2015

Timeline End Year :

2018

Contact info :

Details

Total Budget (INR):

16,03,000

Organizations involved