02410nam0 22004693i 450 VAN025029520230726112445.788N978981159558520220914d2020 |0itac50 baengSG|||| |||||ˆThe ‰Fitted Finite Volume and Power Penalty Methods for Option PricingSong WangSingaporeSpringer2020viii, 94 p.ill.24 cm001VAN01034232001 SpringerBriefs in applied sciences and technology. Mathematical methods210 Berlin [etc.]SpringerVAN0250296ˆThe ‰Fitted Finite Volume and Power Penalty Methods for Option Pricing290955665M12Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs [MSC 2020]VANC023048MF91-XXGame theory, economics, finance, and other social and behavioral sciences [MSC 2020]VANC025601MF65N08Finite volume methods for boundary value problems involving PDEs [MSC 2020]VANC030975MF91G20Derivative securities (option pricing, hedging, etc.) [MSC 2020]VANC031011MF65K15Numerical methods for variational inequalities and related problems [MSC 2020]VANC031108MFBlack-Scholes equationsKW:KComputational financeKW:KFinite volume methodsKW:KNumerical AnalysisKW:KOptimal ControlKW:KOptimizationKW:KOption pricingKW:KPenalty MethodsKW:KVariational inequalityKW:KSGSingaporeVANL000061WangSongVANV088031974200Springer <editore>VANV108073650ITSOL20240614RICAhttp://doi.org/10.1007/978-981-15-9558-5E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0250295BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 5000 08eMF5000 20220914 Fitted Finite Volume and Power Penalty Methods for Option Pricing2909556UNICAMPANIA