On a semilinear Black and Scholes partial differential equation for valuing American options. Part 2 - detaljert visning

On a semilinear Black and Scholes partial differential equation for valuing American options. Part 2. Approximate solutions and convergence

Fred Espen Benth
Bok Engelsk 2001


Utgitt	Trondheim : Norges teknisk-naturvitenskapelige universitet , [2001]
Omfang	25 s. : diagr.
Emner	Finanser - Matematiske modeller Partielle differensialligninger Verdipapirer - Forente stater