Time-Discrete Method of Lines for Options and Bonds, The: A Pde Approach by Gunter H. Meyer

Time-Discrete Method of Lines for Options and Bonds, The: A Pde Approach

Gunter H. Meyer

288 pages missing pub info (editions)

nonfiction business economics mathematics informative medium-paced
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Few financial mathematical books have discussed mathematically acceptable boundary conditions for the degenerate diffusion equations in finance. In The Time-Discrete Method of Lines for Options and Bonds, Gunter H Meyer examines PDE models for fin...

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