The Time-Discrete Method of Lines for Options and Bonds: The: A Pde Approach

By Gunter H Meyer

Few financial mathematical books have discussed mathematically acceptable boundary conditions for the degenerate diffusion equations in finance. In The Time-Discrete Method of Lines for Options and... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 9814619671
• ISBN13: 9789814619677
• Release Date: December 2014
• Publisher: World Scientific Publishing Company
• Length: 288 Pages
• Weight: 1.21 lbs.
• Dimensions: 0.7" x 6.0" x 9.0"