The time-discrete method of lines for options and bonds : a PDE approach

Author(s)

• Meyer, Gunter H.

Bibliographic Information

The time-discrete method of lines for options and bonds : a PDE approach

Gunter H. Meyer

World Scientific, c2015

Note

Includes bibliographical references (p. 261-[264]) and index

Details

• NCID: BB20879703
• ISBN:
  • 9789814619677
• LCCN: 2014029166
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New Jersey
• Pages/Volumes: xv, 269 p.
• Size: 24 cm
• Classification:
  • LCC : HG6024.A3
  • DC23 : 332.64/5701183
• Subject Headings:
  • LCSH : Derivative securities -- Mathematical models
  • LCSH : Options (Finance) -- Mathematical models
  • LCSH : Bonds -- Mathematical models
  • LCSH : Discrete-time systems
  • LCSH : Differential equations, Partial