Derivative securities and difference methods

DOI10.1007/978-1-4614-7306-0zbMath1337.91006MaRDI QIDQ1945714

Zhi-zhong Sun, Xiao-Nan Wu, I.-Liang Chern, You-lan Zhu

Publication date: 8 April 2013

Published in: Springer Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-7306-0

Mathematics Subject Classification ID

91G60: Numerical methods (including Monte Carlo methods)

91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance

65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs

91G20: Derivative securities (option pricing, hedging, etc.)

91-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance