Numerical performance of a family of preconditioned gauss-seidel methods for one and two asset standard option pricings
Development in numerical techniques has greatly influenced the advancement of quantitative finance in solving any mathematical models concerned efficiently. Recently, solving the Black-Scholes partial differential equations (PDEs), the option pricing models have attracted many mathematicians to cont...
Saved in:
主要作者: | |
---|---|
格式: | Thesis |
语言: | English |
出版: |
2012
|
主题: | |
在线阅读: | https://eprints.ums.edu.my/id/eprint/11543/1/mt0000000624.pdf |
标签: |
添加标签
没有标签, 成为第一个标记此记录!
|