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A Fitted Finite-Volume Method Combined with the Lagrangian Derivative for the Weather Option Pricing Model.
Shuhua Chang
Wenguang Tang
Published in:
Comput. Methods Appl. Math. (2016)
Keyphrases
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probabilistic model
prior knowledge
objective function
sensitivity analysis
neural network
numerical methods
black scholes model
dynamic programming
option pricing
expert systems
probability distribution
statistical methods
stochastic model