Atsiliepimai
Aprašymas
1. Introduction.- 2. European options on one asset.- 3. American options on one asset.- 4. Two-factor option models.- 5. The super-convergent finite volume method for pricing options.
1. Introduction.- 2. European options on one asset.- 3. American options on one asset.- 4. Two-factor option models.- 5. The super-convergent finite volume method for pricing options.
Atsiliepimai