In this paper, we study the pricing problem of the perpetual Bermudan option with jump-diffusion by PDE (partialdifferentialequation) method.
采用偏微分方程方法讨论了带跳扩散项的永久百慕大期权定价问题。
2
It is a new method to generate surfaces with partialdifferentialequation (PDE).
用偏微分方程(PDE)构造曲面是一种新兴的曲面造型方法。
3
A high accuracy algorithm for numerical solution of nonlinear partialdifferentialequation (PDE) is suggested combining wavelet collocation method with generalized energy integral.