Derivative securities and difference methods

DOI10.1007/978-1-4614-7306-0zbMath1337.91006OpenAlexW1541721881MaRDI QIDQ1945714

You-lan Zhu, I.-Liang Chern, Xiao-Nan Wu, Zhi-zhong Sun

Publication date: 8 April 2013

Published in: Springer Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-7306-0

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Derivative securities (option pricing, hedging, etc.) (91G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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