双资产欧式期权定价问题的特征有限元方法

葛志昊, 李婷婷, 王慧芳

THE CHARACTERISTIC FINITE ELEMENT METHOD FOR THE PRICING PROBLEM OF TWO-ASSET EUROPEAN OPTIONS

Ge Zhihao, Li Tingting, Wang Huifang

数值计算与计算机应用 . 2020, (1): 27 -41 . DOI: 10.12288/szjs.2020.1.27