摘要
本文研究了策略或有索取模型的数值特性。我们先讨论了数值求解策略或有索取模型的固定网格内含有限差分算法 ,然后引入动态网格内含有限差分算法 ,显著提高了计算速度。
This paper studies the numerical properties of the strategic contingent claims models. First we discuss the regular grid implicit finite difference method applied to these models,then introduce the dynamic grid implicit finite difference method which can speed calculation solution enormously.
出处
《管理工程学报》
CSSCI
2001年第3期4-7,共4页
Journal of Industrial Engineering and Engineering Management
