Quadratic finite element and preconditioning methods for options pricing in the SVCJ model | |
Zhang, Ying-Ying[1]; Pang, Hong-Kui[2]; Feng, Liming[3]; Jin, Xiao-Qing[4] | |
2014 | |
卷号 | 17页码:3-30 |
URL标识 | 查看原文 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/2972574 |
专题 | 重庆大学 |
推荐引用方式 GB/T 7714 | Zhang, Ying-Ying[1],Pang, Hong-Kui[2],Feng, Liming[3],et al. Quadratic finite element and preconditioning methods for options pricing in the SVCJ model[J],2014,17:3-30. |
APA | Zhang, Ying-Ying[1],Pang, Hong-Kui[2],Feng, Liming[3],&Jin, Xiao-Qing[4].(2014).Quadratic finite element and preconditioning methods for options pricing in the SVCJ model.,17,3-30. |
MLA | Zhang, Ying-Ying[1],et al."Quadratic finite element and preconditioning methods for options pricing in the SVCJ model".17(2014):3-30. |
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