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Record Nr. |
UNICAMPANIAVAN0250295 |
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Autore |
Wang, Song |
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Titolo |
The Fitted Finite Volume and Power Penalty Methods for Option Pricing / Song Wang |
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Pubbl/distr/stampa |
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Singapore, : Springer, 2020 |
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Titolo uniforme |
The Fitted Finite Volume and Power Penalty Methods for Option Pricing |
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Descrizione fisica |
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viii, 94 p. : ill. ; 24 cm |
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Soggetti |
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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] |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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