Affiliation of Author(s):数学学院
Journal:山东大学学报 理学版
Key Words:亚式期权定价;交替方向;有限体积;最大值原理;迎风方法
First Author:孙鹏
Document Code:1401730212894347266
Volume:42
Issue:06
Page Number:16-21
Number of Words:10
Translation or Not:no
Date of Publication:2007-06-15
Date of Publication:2007-06-15
Weidong Zhao
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Date of Birth:1962-12-06
Gender:Male
Education Level:Postgraduate (Doctoral)
Alma Mater:Shandong University
Paper Publications
亚式期权定价问题的交替方向迎风有限体积方法
Date of Publication:2007-06-15 Hits: