A Kind of Accelerated AOS Difference Schemes For Dual Currency Option Pricing Mo

Name: A Kind of Accelerated AOS Difference Schemes For Dual Currency Option Pricing Mo
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上传者：ziyou55986 2020-01-08 12:13:56上传 PDF文件 173KB 热度 36次

双币种期权定价模型的一种快速AOS差分解法，周杲昕，杨晓忠，双币种期权定价的Black-Scholes方程是典型的多资产期权定价模型，研究其数值解法在金融衍生品定价中有十分重要的意义。本文使快速加�

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