Release Time:2025-02-19 |
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Weidong Zhao
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Gender:Male
Education Level:Postgraduate (Doctoral)
Alma Mater:Shandong University
Paper Publications
美式期权定价问题的一类有限体积数值模拟方法
Institution:数学学院
Title of Paper:美式期权定价问题的一类有限体积数值模拟方法
Journal:山东大学学报 理学版
Key Words:美式期权定价;随机波动率;有限体积;算子分裂
First Author:孙鹏
Document Code:1401730212156149761
Volume:42
Issue:06
Page Number:1-6
Translation or Not:No
Date of Publication:2007-06