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The Time-Discrete Method of Lines for Options and Bonds:A PDE Approach

Gunter H Meyer




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 |  2014-11-27 |  2014-11-27 | File type: PDF

||From the Inside Flap|Few financial mathematical books have discussed mathematically acceptable boundary conditions for the degenerate diffusion equations in finance. In The Time-Discrete Method of Lines for Options and Bonds, Gunter H Meyer examines PDE models f

Few financial mathematical books have discussed mathematically acceptable boundary conditions for the degenerate diffusion equations in finance. In The Time-Discrete Method of Lines for Options and Bonds, Gunter H Meyer examines PDE models for financial derivatives and shows where the Fichera theory requires the pricing equation at degenerate boundary points, and what modifications of it lead to acceptable tangential boundary conditions at non-degenerate points...

You easily download any file type for your device.The Time-Discrete Method of Lines for Options and Bonds:A PDE Approach   |  Gunter H Meyer.Not only was the story interesting, engaging and relatable, it also teaches lessons.

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