Derivative pricing as a transport problem: MPDATA solutions to Black–Scholes-type equations
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2020
ISSN: 0377-0427
DOI: 10.1016/j.cam.2019.05.023