The Fitted Finite Volume and Power Penalty Methods for Option Pricing (Bog, Paperback / softback, Engelsk) af Song Wang
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The Fitted Finite Volume and Power Penalty Methods for Option Pricing

(Bog, Paperback / softback, Engelsk)
Forfatter: Song Wang
The Fitted Finite Volume and Power Penalty Methods for Option Pricing
Forlag: Springer Verlag, Singapore

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Beskrivelse

The contents of the book consist of three parts: (i) basic theory of stochastic control and formulation of various option pricing models, (ii) design of finite volume, finite difference and penalty-based algorithms for solving the models and (iii) stability and convergence analysis of the algorithms.

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Alle detaljer

Forlag Springer Verlag, Singapore
Forfatter Song Wang
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgave 1st ed. 2020
Udgivelsesdato 28-10-2020
Første udgivelsesår 2020
Serie SpringerBriefs in Applied Sciences and Technology
Illustrationer 14 Illustrations, black and white; VIII, 94 p. 14 illus.
Originalsprog Singapore
Sideantal 94
Indbinding Paperback / softback
Forlag Springer Verlag, Singapore
Sideoplysninger 94 pages, 14 Illustrations, black and white; VIII, 94 p. 14 illus.
Mål 235 x 155
ISBN-13 / EAN-13 9789811595578