- 學位論文
高精度算法在金融數學模型中的應用
On a High Order Numerical Method for Mathematical Models in Financial Engineering
並列摘要
The aim of this thesis is to address some mathematical issues on the application of pseudo spectral method on several important models in financial engineering, such as scope of application, speed of convergence, numerical stability, etc. This method has been proven superior with respect to the traditional ones especially for problems with special boundary conditions.
參考文獻
Numerical Solution of Initial-Boundary-Value Problems Using Radial Basis
Functions,” Faculty of Engineering Sciences GIK Institute of Engineering
Conditions in The Meshless Local Petrov–Galerkin Method,” Universidade
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延伸閱讀
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- 周麗娟、吳冠儀、陳姝伶（2022）。金融科技發展對銀行財務績效的影響－分量迴歸應用。北商學報，(39)，1-24。https://www.airitilibrary.com/Article/Detail?DocID=19912587-202201-202202230006-202202230006-1-24
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