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Browsing Capstone Projects by Author "Zhexembay, Laila"
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Zhexembay, Laila; Pak, Andrey
(Nazarbayev University School of Science and Technology, 2016-05-09)
The main purpose of our Capstone project is to study the Risk-Adjusted
Pricing Methodology (RAMP) Black-Scholes model and to find the finite
element solutions of the nonlinear Black-Scholes equation. The RAPM
is one of ...