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The Fitted Finite Volume And Power Penalty Methods For Option Pricing
idioma: inglês
Editor:
SPRINGER VERLAG, SINGAPORE, outubro de 2020 ‧
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60,82€
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9789811595578 |
| Editor: | SPRINGER VERLAG, SINGAPORE |
| Data de Lançamento: | outubro de 2020 |
| Idioma: | Inglês |
| Dimensões: | 155 x 235 x 20 mm |
| Encadernação: | Capa mole |
| Páginas: | 94 |
| Tipo de produto: | Livro |
| Coleção: | Springerbriefs In Applied Sciences And Technology |
| Classificação Temática: |
Livros em Inglês
>
Ciências Exatas e Naturais
>
Matemática
Livros em Inglês > Outros |
| EAN: | 9789811595578 |
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