PDE methods for pricing barrier options

R. Zvan; K. R. Vetzal; P. A. Forsyth

Year of publication:	2000
Authors:	Zvan, R. ; Vetzal, Kenneth R. ; Forsyth, Peter
Published in:	Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 24.2000, 11/12, p. 1563-1590
Subject:	Optionspreistheorie \| Option pricing theory \| Theorie \| Theory \| Optionsgeschäft \| Option trading \| Numerisches Verfahren \| Numerical analysis

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