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Quant版 - [合集] FDM vs FEM in SDE
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1 (共1页)
r*****t
发帖数: 286
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wass (wass) 于 (Tue Feb 27 19:29:20 2007) 提到:
In some book, FDM is used on SDE. Why not FEM? Thanks.
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davfox121 (davfox) 于 (Tue Feb 27 19:36:57 2007) 提到:
Maybe FEM mainly for continum model, and FDM for discrete model
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Columbia (Columbia) 于 (Tue Feb 27 19:48:22 2007) 提到:
FDM简单,FEM相对来说比较难,街上很大部分人可能都没有用过,
并且也不是花两天一个星期就能学会的

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1 (共1页)
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