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A Remark on Approximation of the Solutions to Partial Differential Equations in Finance

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A Remark on Approximation of the Solutions to Partial Differential Equations in Finance

Material type
文書・図像類
Author
Takahashi, Akihikoほか
Publisher
日本経済国際共同センター
Publication date
2012-02
Material Format
Paper
Capacity, size, etc.
-
NDC
335
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Notes on use

Note (General)：

application/pdfRevised in March 2012; forthcoming in Recent Advances in Financial Engineering 2011.本文フィルはリンク先を参照のこと

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Paper

Material Type
文書・図像類
Title
A Remark on Approximation of the Solutions to Partial Differential Equations in Finance
Author/Editor
Takahashi, Akihiko
Yamada, Toshihiro
Author Heading
Takahashi, Akihiko
Yamada, Toshihiro
Publication, Distribution, etc.
日本経済国際共同センター
Publication Date
2012-02
Publication Date (W3CDTF)
2012-02
Periodical title
Discussion paper series. CIRJE-F
No. or year of volume/issue
CIRJE-F-842
Volume
CIRJE-F-842