Time-discrete Method Of Lines For Options And Bonds, The: A Pde Approach

Auteur: Meyer, Gunter H (Georgia Inst Of Technology, Usa)
Editeur: World Scientific Publishing Co Pte Ltd
Few financial mathematical books have discussed mathematically acceptable boundary conditions for the degenerate diffusion equations in finance.
Sur commande
Few financial mathematical books have discussed mathematically acceptable boundary conditions for the degenerate diffusion equations in finance.
ISBN / EAN 9789814619677
Auteur Meyer, Gunter H (Georgia Inst Of Technology, Usa)
Editeur World Scientific Publishing Co Pte Ltd