Browsing Bộ môn Khoa học tổng quát by Author "Duffy, Daniel J."
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Finite difference methods in financial engineering : a partial differential equation approach
Duffy, Daniel J. (John Wiley & Sons Ltd, 2006)In this book we employ partial differential equations (PDE) to describe a range of one-factor and multi-factor derivatives products such as plain European and American options, multi-asset options, Asian options, interest ...