PROBABILISTIC NUMERICAL APPROACH FOR PDE AND ITS APPLICATION IN THE VALUATION OF EUROPEAN OPTIONS

CSpace

	PROBABILISTIC NUMERICAL APPROACH FOR PDE AND ITS APPLICATION IN THE VALUATION OF EUROPEAN OPTIONS
	Wu Dongsheng
	2001
发表期刊	Journal of Computational Mathematics
ISSN	0254-9409
卷号	19 期号:6 页码:591
语种	英语
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/15947
专题	中国科学院数学与系统科学研究院
作者单位	中国科学院数学与系统科学研究院
推荐引用方式 GB/T 7714	Wu Dongsheng. PROBABILISTIC NUMERICAL APPROACH FOR PDE AND ITS APPLICATION IN THE VALUATION OF EUROPEAN OPTIONS[J]. Journal of Computational Mathematics,2001,19(6):591.
APA	Wu Dongsheng.(2001).PROBABILISTIC NUMERICAL APPROACH FOR PDE AND ITS APPLICATION IN THE VALUATION OF EUROPEAN OPTIONS.Journal of Computational Mathematics,19(6),591.
MLA	Wu Dongsheng."PROBABILISTIC NUMERICAL APPROACH FOR PDE AND ITS APPLICATION IN THE VALUATION OF EUROPEAN OPTIONS".Journal of Computational Mathematics 19.6(2001):591.