In this talk, we will discuss option pricing problems for vanilla options, options with regime switching, and CO_2 allowance options. Also, we investigate numerical methods of higher accuracy, including finite element methods, front-fixing finite element methods, and fitted finite volume methods, for the above option pricing problems.

Add:Building 58, The School of Mathematics, Tianjin University Beiyangyuan Campus,

No. 135, Ya Guan Road, Jinnan District, Tianjin, PRC

Tel:022-60787827 Mail:math@tju.edu.cn