The Fitted Finite Volume and Power Penalty Methods for Option Pricing - SpringerBriefs in Applied Sciences and Technology - Song Wang - Books - Springer Verlag, Singapore - 9789811595578 - October 28, 2020
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Song Wang
The Fitted Finite Volume and Power Penalty Methods for Option Pricing - SpringerBriefs in Applied Sciences and Technology 1st ed. 2020 edition

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The contents of the book consist of three parts: (i) basic theory of stochastic control and formulation of various option pricing models, (ii) design of finite volume, finite difference and penalty-based algorithms for solving the models and (iii) stability and convergence analysis of the algorithms.

94 pages, 14 Illustrations, black and white; VIII, 94 p. 14 illus.

Media Books     Paperback Book   (Book with soft cover and glued back)
Released October 28, 2020
ISBN13 9789811595578
Publishers Springer Verlag, Singapore
Pages 94
Dimensions 150 × 220 × 10 mm   ·   454 g

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