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- W2476866734 abstract "The following sections are included:Classification of PDEsFinite Difference Methods for Parabolic EquationsAn Explicit MethodAn Implicit MethodCrank-Nicolson MethodOption Pricing by the Heat EquationOption Pricing by the Black-Scholes EquationPricing by an Explicit MethodPricing by an Implicit MethodPricing by the Crank-Nicolson MethodPricing American OptionsProjected SOR Method for American OptionsTree Methods and Finite DifferencesA Trinomial TreeA Binomial Tree" @default.
- W2476866734 created "2016-08-23" @default.
- W2476866734 creator A5017077810 @default.
- W2476866734 date "2008-12-01" @default.
- W2476866734 modified "2023-09-27" @default.
- W2476866734 title "Option Pricing by Partial Differential Equations" @default.
- W2476866734 doi "https://doi.org/10.1142/9781848161948_0006" @default.
- W2476866734 hasPublicationYear "2008" @default.
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