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The Fitted Finite Volume And Power Penalty Methods For Option Pricing

by Song Wang
language: english
Publisher: SPRINGER VERLAG, SINGAPORE, October of 2020 ‧
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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.

The Fitted Finite Volume And Power Penalty Methods For Option Pricing

by Song Wang

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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