Finite Volume Methods for Option Pricing

Finite Volume Methods for Option Pricing

Bibliographic Details
Main Author:	Demin, Mikhail
Format:	Others
Language:	English
Published:	Högskolan i Halmstad, Tillämpad matematik och fysik (MPE-lab) 2011
Subjects:	Financial Mathematics finite volume method option pricing Numerical analysis Numerisk analys
Online Access:	http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-16397

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