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 |
Timeline Start Year : |
2015 |
Timeline End Year : |
2018 |
Contact info : |
mmehra@maths.iitd.ac.in |
Details
Total Budget (INR): |
16,03,000 |
Organizations involved
Implementing Agency : |
Indian Institute of Technology (IIT), New Delhi Funding Agency :
Department of Science and Technology (DST), Govt. of India | |