合肥工业大学学报杂志社 关键词:原生看跌期权； 看跌期权的看跌期权； 有限差分法 [gap=734]Key words:underlying put option; put option on a put option; finite difference algorithm
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The algorithm USES multi-time steps to replace single time step in traditional non-uniform finite-difference time-domain (NU-FDTD) method to enhance the computing speed.
该方法通过应用多个时间步长替代传统非均匀时域有限差分(NU - FDTD)法的单一时间步长的算法来提高计算速度。
In this paper, a finite difference domain decomposition algorithm on an unstructured triangular mesh for numerically solving the two-dimensional heat equation is studied.
本文讨论了一类在无结构三角网上数值求解二维热传导方程的有限差分区域分解算法。
A new technique is given here, which combines partial algorithm with scanning algorithm and obtains wave arrival times by solving eikonal equation with the use of finite difference method.
本文提出一种将局部算法与扫描算法相结合的、用有限差分解程函方程求取地震波初至时间的方法。
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