"Connection between trinomial trees and finite difference methods for ..."

Jingtang Ma, Hongji Tang, Song-Ping Zhu (2018)

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DOI: 10.1080/00207160.2017.1285021

access: closed

type: Journal Article

metadata version: 2019-10-19

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Jingtang Ma, Hongji Tang, Song-Ping Zhu:
Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates. Int. J. Comput. Math. 95(2): 341-360 (2018)

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