Bibliografia
Principal
- Duffy, D. J.
(2006)
Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach
Wiley
- Duffy, D. J.
(2006)
Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach
Wiley
Secundária
- Achdou, Y., and Pironneau, O.
(2005)
Computational Methods for Option Pricing
SIAM
- Sevcovic, D., Stehlikova, B., and Mikula, K.
(2011)
Analytical and Numerical Methods for Pricing Financial Derivatives
Nova Science
- Achdou, Y., and Pironneau, O.
(2005.)
Computational Methods for Option Pricing
SIAM
- Sevcovic, D., Stehlikova, B., and Mikula, K.
(2011)
Analytical and Numerical Methods for Pricing Financial Derivatives
Nova Science