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Publication:2829759
zbMath1348.91281MaRDI QIDQ2829759
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Publication date: 8 November 2016
Full work available at URL: http://www.ceser.in/ceserp/index.php/ijamas/article/view/703
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Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Derivative securities (option pricing, hedging, etc.) (91G20) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)
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