Numerical performance of a family of preconditioned gauss-seidel methods for one and two asset standard option pricings

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...

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书目详细资料
主要作者:	Koh, Wei Sin
格式:	Thesis
语言:	English
出版:	2012
主题:	QA Mathematics
在线阅读:	https://eprints.ums.edu.my/id/eprint/11543/1/mt0000000624.pdf
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