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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書目詳細資料
主要作者:	Koh, Wei Sin
格式:	Thesis
語言:	English
出版:	2012
主題:	QA Mathematics
在線閱讀:	https://eprints.ums.edu.my/id/eprint/11543/1/mt0000000624.pdf
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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