The Fitted Finite Volume and Power Penalty Methods for Option Pricing by Song WangEnglish | EPUB | 2020 | 99 Pages | ISBN : 9811595577 | 12.9 MB
This book contains mostly the author’s up-to-date research results in the area. Option pricing has attracted much attention in the past decade from applied mathematicians, statisticians, practitioners and educators. Many partial differential equation-based theoretical models have been developed for valuing various options.