ALTERNATING DIRECTION IMPLICIT FINITE DIFFERENCE SCHEMES FOR THE HESTON PARTIAL DIFFERENTIAL EQUATION

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Bibliographic Details
Main Author:	LI LI
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/204174
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-204174
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spelling	sg-nus-scholar.10635-2041742021-10-26T01:37:05Z ALTERNATING DIRECTION IMPLICIT FINITE DIFFERENCE SCHEMES FOR THE HESTON PARTIAL DIFFERENTIAL EQUATION LI LI MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-26T01:07:03Z 2021-10-26T01:07:03Z 2015 LI LI (2015). ALTERNATING DIRECTION IMPLICIT FINITE DIFFERENCE SCHEMES FOR THE HESTON PARTIAL DIFFERENTIAL EQUATION. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/204174
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
description	Bachelor's
author2	MATHEMATICS
author_facet	MATHEMATICS LI LI
author	LI LI
spellingShingle	LI LI ALTERNATING DIRECTION IMPLICIT FINITE DIFFERENCE SCHEMES FOR THE HESTON PARTIAL DIFFERENTIAL EQUATION
author_sort	LI LI
title	ALTERNATING DIRECTION IMPLICIT FINITE DIFFERENCE SCHEMES FOR THE HESTON PARTIAL DIFFERENTIAL EQUATION
title_short	ALTERNATING DIRECTION IMPLICIT FINITE DIFFERENCE SCHEMES FOR THE HESTON PARTIAL DIFFERENTIAL EQUATION
title_full	ALTERNATING DIRECTION IMPLICIT FINITE DIFFERENCE SCHEMES FOR THE HESTON PARTIAL DIFFERENTIAL EQUATION
title_fullStr	ALTERNATING DIRECTION IMPLICIT FINITE DIFFERENCE SCHEMES FOR THE HESTON PARTIAL DIFFERENTIAL EQUATION
title_full_unstemmed	ALTERNATING DIRECTION IMPLICIT FINITE DIFFERENCE SCHEMES FOR THE HESTON PARTIAL DIFFERENTIAL EQUATION
title_sort	alternating direction implicit finite difference schemes for the heston partial differential equation
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/204174
_version_	1715201373607297024

ALTERNATING DIRECTION IMPLICIT FINITE DIFFERENCE SCHEMES FOR THE HESTON PARTIAL DIFFERENTIAL EQUATION

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