Numerical Methods for Nonlinear PDEs in Finance

By Peter A. Forsyth, Kenneth R. Vetzal. 2012

49 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/b02137f557eec965cbf2b221942c7e03b031e68d