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Search: subject:"Gauss – Seidel method"
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Crank – Nicolson Method
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European options
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Gauss method
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Gauss – Seidel method
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Jacobi method
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LU algorithm
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method of successive over-relaxations
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values of an option
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Romanian
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LUNGU, Ion
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MANOLE, Sorin
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Informatica Economica
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Determining European Options Values through Crank-Nicolson Method
MANOLE, Sorin
;
LUNGU, Ion
- In:
Informatica Economica
X
(
2006
)
2
,
pp. 143-149
method,
Gauss
â
€“
Seidel
method
, method of successive over-relaxations are used. …
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