مرکز منطقه ای اطلاع رساني علوم و فناوري - Implicit–explicit Runge–Kutta methods for financial derivatives pricing models

Title of article :

Implicit–explicit Runge–Kutta methods for financial derivatives pricing models

Author/Authors :

Javier de Frutos، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

991

To page :

1004

Keywords :

finance , American Options , Implicit–explicit Runge–Kutta methods , Finite element method

Journal title :

European Journal of Operational Research

Serial Year :

2006

Journal title :

European Journal of Operational Research

Record number :

215920

Link To Document :