Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
The Fitted Finite Volume and Power Penalty Methods for Option Pricing / Song Wang
| The Fitted Finite Volume and Power Penalty Methods for Option Pricing / Song Wang |
| Autore | Wang, Song |
| Pubbl/distr/stampa | Singapore, : Springer, 2020 |
| Descrizione fisica | viii, 94 p. : ill. ; 24 cm |
| Soggetto topico |
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] |
| Soggetto non controllato |
Black-Scholes equations
Computational finance Finite volume methods Numerical Analysis Optimal Control Optimization Option pricing Penalty Methods Variational inequality |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0250295 |
Wang, Song
|
||
| Singapore, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
The Fitted Finite Volume and Power Penalty Methods for Option Pricing / Song Wang
| The Fitted Finite Volume and Power Penalty Methods for Option Pricing / Song Wang |
| Autore | Wang, Song |
| Pubbl/distr/stampa | Singapore, : Springer, 2020 |
| Descrizione fisica | viii, 94 p. : ill. ; 24 cm |
| Soggetto topico |
65K15 - Numerical methods for variational inequalities and related problems [MSC 2020]
65M12 - Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs [MSC 2020] 65N08 - Finite volume methods for boundary value problems involving PDEs [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] |
| Soggetto non controllato |
Black-Scholes equations
Computational finance Finite volume methods Numerical Analysis Optimal Control Optimization Option pricing Penalty Methods Variational inequality |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00250295 |
|
Wang, Song
|
||
| Singapore, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||