Locally one-dimensional methods (LOD), also known as fractional step, Soviet splitting and splitting-up methods.

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Numerical Methods In Computational Finance

ISBN: 9781119719670

1st Edition

Authors: Daniel J. Duffy

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Question Posted: Oct 23, 2024 08:04 AM

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Locally one-dimensional methods (LOD), also known as fractional step, Soviet splitting and splitting-up methods.
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Locally one-dimensional methods (LOD), also known as fractional step, Soviet splitting and splitting-up methods.

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Numerical Methods In Computational Finance

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