Publication:5413516
From MaRDI portal
zbMath1285.91133MaRDI QIDQ5413516
Zhongdi Cen, Li-Feng Xi, Jingfeng Chen
Publication date: 30 April 2014
91G60: Numerical methods (including Monte Carlo methods)
65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs
91G20: Derivative securities (option pricing, hedging, etc.)
