{"title":"布莱克-斯科尔斯篮子期权的高阶紧凑方案","authors":"Bertram During, Christof Heuer","doi":"10.1007/978-3-319-23413-7_152","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":197400,"journal":{"name":"arXiv: Computational Finance","volume":"109 4 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2014-06-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"High-order compact schemes for Black-Scholes basket options\",\"authors\":\"Bertram During, Christof Heuer\",\"doi\":\"10.1007/978-3-319-23413-7_152\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":197400,\"journal\":{\"name\":\"arXiv: Computational Finance\",\"volume\":\"109 4 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2014-06-09\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"arXiv: Computational Finance\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1007/978-3-319-23413-7_152\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv: Computational Finance","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1007/978-3-319-23413-7_152","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1