Grant: UNIVERSITY OF ILLINOIS
Primary Recipient
UNIVERSITY OF ILLINOIS
Amount
$288,811.00
Award Date
6/25/2009
Administering Agency
CDFA Number
47.082
CDFA Program Title
Trans-NSF Recovery Act Reasearch Support
Description
This grant provides funding for the development of a high performance computational method for the fast and accurate pricing of various option contracts with non-standard payoffs. The proposed research results will be used to price such option contracts i