On a semilinear Black and Scholes partial differential equation for valuing American options. Part 2. Approximate solutions and convergence
Fred Espen Benth by Fred E. Benth, Kenneth H. Karlsen, and Kristin Reikvam
Bok Engelsk 2001 Fred Espen Benth
Utgitt | Trondheim : Norges teknisk-naturvitenskapelige universitet , [2001]
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Omfang | 25 s. : diagr.
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Emner |