High-order accurate implicit finite difference method for evaluating American options
A. Mayo
| Year of publication: |
2004
|
|---|---|
| Authors: | Mayo, A. |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 10.2004, 3, p. 212-237
|
| Subject: | Optionspreistheorie | Option pricing theory | Finanzmathematik | Mathematical finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002093907