A Fixed Point Method for the Linear Complementarity Problem Arising from American Option Pricing
【摘要】:
For American option pricing,the Black-Scholes-Merton model can be discretized as a linear complementarity problem(LCP) by usi...
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| 中國(guó)重要會(huì)議論文全文數(shù)據(jù)庫(kù)
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| 中國(guó)博士學(xué)位論文全文數(shù)據(jù)庫(kù)
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| 中國(guó)碩士學(xué)位論文全文數(shù)據(jù)庫(kù)
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| 中國(guó)期刊全文數(shù)據(jù)庫(kù)
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| 中國(guó)重要會(huì)議論文全文數(shù)據(jù)庫(kù)
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| 中國(guó)博士學(xué)位論文全文數(shù)據(jù)庫(kù)
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| 中國(guó)碩士學(xué)位論文全文數(shù)據(jù)庫(kù)
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| 中國(guó)重要報(bào)紙全文數(shù)據(jù)庫(kù) |
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| 中國(guó)期刊全文數(shù)據(jù)庫(kù)
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| 中國(guó)重要會(huì)議論文全文數(shù)據(jù)庫(kù)
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| 中國(guó)博士學(xué)位論文全文數(shù)據(jù)庫(kù)
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| 中國(guó)碩士學(xué)位論文全文數(shù)據(jù)庫(kù)
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| 中國(guó)重要報(bào)紙全文數(shù)據(jù)庫(kù) |
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| 中國(guó)期刊全文數(shù)據(jù)庫(kù)
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| 中國(guó)重要會(huì)議論文全文數(shù)據(jù)庫(kù)
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| 中國(guó)博士學(xué)位論文全文數(shù)據(jù)庫(kù)
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| 中國(guó)碩士學(xué)位論文全文數(shù)據(jù)庫(kù)
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| 中國(guó)重要報(bào)紙全文數(shù)據(jù)庫(kù) |
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| 中國(guó)期刊全文數(shù)據(jù)庫(kù)
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| 中國(guó)重要會(huì)議論文全文數(shù)據(jù)庫(kù)
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| 中國(guó)博士學(xué)位論文全文數(shù)據(jù)庫(kù)
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| 中國(guó)碩士學(xué)位論文全文數(shù)據(jù)庫(kù)
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| 中國(guó)重要報(bào)紙全文數(shù)據(jù)庫(kù) |
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