Comparing algebraic and numerical solutions of classical diffusion process equations in computational financial mathematics
We revise the interrelations between the classical Black Scholes equation, the diffusion equation and Burgers equation. Some of the algebraic properties the diffusion equation shows are elaborated and qualitatively presented. The related numerical elementary recipes are briefly elucidated in context...
-д хадгалсан:
| Үндсэн зохиолчид: | , , |
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| Формат: | Artigo |
| Хэл сонгох: | Inglês |
| Хэвлэсэн: |
Wiley
2001-01-01
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| Цуврал: | Discrete Dynamics in Nature and Society |
| Нөхцлүүд: | |
| Онлайн хандалт: | http://dx.doi.org/10.1155/S1026022601000176 |
| Шошгууд: |
Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!
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