三维Black-Scholes方程的一种实用有限差分方法
A practical finite difference method for the three-dimensional Black–Scholes equation
European Journal of Operational Research · 2015
被引 22
ABS 4
- Junseok Kim
- Taekkeun Kim
- Jae-Hyun Jo
- Yongho Choi
- Seunggyu Lee
- Hyeongseok Hwang
金融工程数值计算期权定价偏微分方程