1.

Record Nr.

UNICAMPANIAVAN0250295

Autore

Wang, Song

Titolo

The Fitted Finite Volume and Power Penalty Methods for Option Pricing / Song Wang

Pubbl/distr/stampa

Singapore, : Springer, 2020

Titolo uniforme

The Fitted Finite Volume and Power Penalty Methods for Option Pricing

Descrizione fisica

viii, 94 p. : ill. ; 24 cm

Soggetti

65M12 - Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs [MSC 2020]

91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]

65N08 - Finite volume methods for boundary value problems involving PDEs [MSC 2020]

91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020]

65K15 - Numerical methods for variational inequalities and related problems [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia