School of Mathematics and Statistics

Postgraduate research

Research being undertaken by our current postgraduates:

Contact

Wen Li


Supervisors

Start date

Submission date

Wen Li

Thesis

Numerical methods for the solution of the HJB equations arising in European and American option pricing with proportional transaction costs

Summary

Why my research is important



Statistics clinic

Assistance in statistics is available for Postgraduates students by research at the UWA Centre for Applied Statistics.

 

School of Mathematics and Statistics

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Last updated:
Monday, 16 June, 2014 2:41 PM

http://www.maths.uwa.edu.au/275877