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"A practical finite difference method for the three-dimensional ..."

Junseok Kim et al. (2016)

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DOI: 10.1016/J.EJOR.2015.12.012

access: closed

type: Journal Article

metadata version: 2022-10-02

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  dblp key:
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  - https://dblp.org/rec/journals/eor/KimKJCLHYJ16
Junseok Kim, Taekkeun Kim, Jae-Hyun Jo, Yongho Choi, Seunggyu Lee, Hyeongseok Hwang, Minhyun Yoo, Darae Jeong:
A practical finite difference method for the three-dimensional Black-Scholes equation. Eur. J. Oper. Res. 252(1): 183-190 (2016)

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