欢迎您!
东篱公司
退出
申报数据库
申报指南
立项数据库
成果数据库
期刊论文
会议论文
著 作
专 利
项目获奖数据库
位置:
成果数据库
>
期刊
> 期刊详情页
An Alternating-Direction Implicit Difference Scheme for Pricing Asian Options
ISSN号:1110-757X
期刊名称:Journal of Applied Mathematics
时间:2013
页码:-
相关项目:Faa di Bruno 公式的差商形式及若干推广和应用
作者:
Cen Zhongdi|Le Anbo|Xu Aimin|
同期刊论文项目
Faa di Bruno 公式的差商形式及若干推广和应用
期刊论文 13
同项目期刊论文
Closed formulas for computing higher-order derivatives of functions involving exponential functions
Some identities involving exponential functions and Stirling numbers and applications
On a general q-identity
On the convergence of approximating tensor-product rational Bezier surfaces using tensor-product Bez
An Inexact Accelerated Proximal Gradient Method and a Dual Newton-CG Method for the Maximal Entropy
Finite difference scheme with a moving mesh for pricing Asian options
Divided differences and a general explicit formula for sequences of Mansour–Mulay–Shattuck
Constrained polynomial approximation of rational Bézier curves using reparameterization
A general rational sum identity
固定利率抵押贷款模型的基于自适应网格的有限差分法