PROBABILISTIC NUMERICAL APPROACH FOR PDE AND ITS APPLICATION IN THE VALUATION OF EUROPEAN OPTIONS

Dong Sheng WU

Journal of Computational Mathematics ›› 2001, Vol. 19 ›› Issue (6) : 591-600.

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中国科学院数学与系统科学研究院期刊网
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PDF(199 KB)
Journal of Computational Mathematics ›› 2001, Vol. 19 ›› Issue (6) : 591-600.

PROBABILISTIC NUMERICAL APPROACH FOR PDE AND ITS APPLICATION IN THE VALUATION OF EUROPEAN OPTIONS

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Computational Mathematics, 2001, 19(6): 591-600

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