Titlebook: Derivative Securities and Difference Methods; You-lan Zhu,Xiaonan Wu,I-Liang Chern Book 20041st edition Springer Science+Business Media Ne

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978-1-4419-1925-0Springer Science+Business Media New York 2004

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Horst Bauer,Folkhart Dinkler,Anton Beere deal with finite-difference methods for parabolic partial differential equations, including algorithms, stability and convergence analysis, and extrapolation techniques of numerical solutions. Finally, we discuss how to determine the parameters in stochastic models.

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https://doi.org/10.1007/978-3-322-91816-1equations. This chapter discusses numerical methods for such problems. If an American option problem is formulated as a linear complementarity problem, then the only difference between solving a European option and an American option is that if the solution obtained by the partial differential equat

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Fachw?rterbuch KraftfahrzeugtechnikThis chapter is devoted to interest rate derivatives. Interest rate derivatives are financial products derived from interest rates. There are various interest rates that will be mentioned in this chapter. Here we first give the meaning of each interest rate and derive some relations among them.

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