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The Fitted Finite Volume and Power Penalty Methods for Option Pricing - SpringerBriefs in Applied Sciences and Technology Song Wang 1st ed. 2020 edition
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The Fitted Finite Volume and Power Penalty Methods for Option Pricing - SpringerBriefs in Applied Sciences and Technology
Song Wang
The contents of the book consist of three parts: (i) basic theory of stochastic control and formulation of various option pricing models, (ii) design of finite volume, finite difference and penalty-based algorithms for solving the models and (iii) stability and convergence analysis of the algorithms.
94 pages, 14 Illustrations, black and white; VIII, 94 p. 14 illus.
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2020. gada 28. oktobris |
| ISBN13 | 9789811595578 |
| Izdevēji | Springer Verlag, Singapore |
| Lapas | 94 |
| Izmēri | 150 × 220 × 10 mm · 454 g |
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