科研之友
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摘要
In the modelling of various financial instruments, risks, prices of commodities, etc., the end result is frequently an evolution partial differential equation. A remarkable number of these have rich algebraic structures. This richness facilitates the process of resolution of problems in an algorithmic fashion rather than the apparently 'seat-of-the-pants' methods which abound in the literature. We illustrate the algebraic resolution of these problems with a number of examples.
- 出版日期2010-9
