A fitted multi-point flux approximation method for pricing two options
Rock Stephane Koffi, Antoine Tambue
| Year of publication: |
2020
|
|---|---|
| Authors: | Koffi, Rock Stephane ; Tambue, Antoine |
| Subject: | Finite volume methods | Multi-point flux approximation | Degenerated PDEs | Options pricing | Multi-asset options | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Iteratives Verfahren | Approximation method |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-019-09906-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012223652