References

References

Postby Bazman76 » Wed Aug 18, 2010 2:30 pm

Hi There,



Your references include:



Duffy D (2004b) Numerical methods for instrument pricing by wiley but I can't find this book anywhere?



You also refer to your thesis at several points would it be possible to post a copy up? Same for Cooney M (1999) theis??



Thanks



Baz
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Postby Cuchulainn » Mon Aug 30, 2010 10:06 am

Hi Baz,

The numerical methods book because my fd book 2006.



Cooney's thesis was based on my exponentially fitted schemes as discussed in the forums on FDM. I will try to locate it.



hth
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Postby Bazman76 » Mon Aug 30, 2010 3:58 pm

thats great thanks!
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Postby Cuchulainn » Sat Oct 09, 2010 1:24 pm

Cuchulainn wrote:Hi Baz,

The numerical methods book because my fd book 2006.



Cooney's thesis was based on my exponentially fitted schemes as discussed in the forums on FDM. I will try to locate it.



hth




The main results from Cooney are here in the last but one article.



http://www.datasimfinancial.com/articles.php
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