PDE的概率数值法及其在欧洲方案的评估中的应用
Dong Sheng WU
Journal of Computational Mathematics ›› 2001, Vol. 19 ›› Issue (6) : 591-600.
PDE的概率数值法及其在欧洲方案的评估中的应用
PROBABILISTIC NUMERICAL APPROACH FOR PDE AND ITS APPLICATION IN THE VALUATION OF EUROPEAN OPTIONS
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