Solving a partial differential equation associated with the pricing of power options with time‐dependent parameters

Publisher: John Wiley & Sons Inc

E-ISSN: 1099-1476|38|14|2901-2910

ISSN: 0170-4214

Source: MATHEMATICAL METHODS IN THE APPLIED SCIENCES, Vol.38, Iss.14, 2015-09, pp. : 2901-2910

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract