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The Fitted Finite Volume And Power Penalty Methods For Option Pricing
language: english
Publisher:
SPRINGER VERLAG, SINGAPORE, October of 2020 ‧
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60,82€
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SYNOPSIS
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.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9789811595578 |
| Publisher: | SPRINGER VERLAG, SINGAPORE |
| Release Date: | October of 2020 |
| Language: | English |
| Dimensions: | 155 x 235 x 20 mm |
| Cover: | Softcover |
| Pages: | 94 |
| Format: | Book |
| Collection: | Springerbriefs In Applied Sciences And Technology |
| Categories: |
Books in English
>
Science
>
Mathematics
Books in English > Others |
| EAN: | 9789811595578 |
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