"A high-order finite difference method for option valuation."

Mehzabeen Jumanah Dilloo, Désiré Yannick Tangman (2017)

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DOI: 10.1016/J.CAMWA.2017.05.006

access: closed

type: Journal Article

metadata version: 2020-02-17

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Mehzabeen Jumanah Dilloo, Désiré Yannick Tangman:
A high-order finite difference method for option valuation. Comput. Math. Appl. 74(4): 652-670 (2017)

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