Wen Li

MathSciNet


Ph.D. University of Western Australia and University of Western Australia 2010 Australia Australia
Dissertation: Numerical methods for the solution of the HJB equations arising in European and American option pricing with proportional transaction costs
Mathematics Subject Classification: 65—Numerical analysis

Advisor 1: Song Wang
Advisor 2: Chuen Jin Goh
Advisor 3: Lutz Angermann

Ph.D. University of Western Australia and University of Western Australia 2010 Australia Australia
Dissertation: Numerical methods for the solution of the HJB equations arising in European and American option pricing with proportional transaction costs
Mathematics Subject Classification: 65—Numerical analysis

Advisor 1: Song Wang
Advisor 2: Chuen Jin Goh
Advisor 3: Lutz Angermann

No students known.

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