Time-Discrete Method Of Lines For Options And Bonds, The: A PDE Approach

Time-Discrete Method Of Lines For Options And Bonds, The: A PDE Approach

by Gunter H . Meyer (Author)

Synopsis

Few financial mathematical books have discussed mathematically acceptable boundary conditions for the degenerate diffusion equations in finance.

$120.96

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 280
Publisher: World Scientific Publishing Co Pte Ltd
Published: 10 Feb 2015

ISBN 10: 9814619671
ISBN 13: 9789814619677