Derivative pricing as a transport problem: MPDATA solutions to Black–Scholes-type equations

Tytuł:
Derivative pricing as a transport problem: MPDATA solutions to Black–Scholes-type equations
Czasopismo:
Rok:
2020

Strony:
112275

Tom (seria wydawnicza):
373

Numer DOI:
10.1016/j.cam.2019.05.023

Access:
ZAMKNIĘTY