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
Link:
https://doi.org/10.1016/j.cam.2019.05.023
Access:
ZAMKNIĘTY