Hout, Karel J. in 't - 2017
1 Financial Option Valuation -- 1.1 Financial Options -- 1.2 The Black-Scholes PDE -- 2 Partial Differential Equations -- 2.1 Convection-Diffusion-Reaction Equations -- 2.2 The Model Equation -- 2.3 Boundary Conditions -- 2.4 Notes and References -- 3 Spatial Discretization I -- 3.1 Method of...
