PDE methods for pricing barrier options
| Year of publication: |
2000
|
|---|---|
| Authors: | Zvan, R. ; Vetzal, K. R. ; Forsyth, P. A. |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 24.2000, 11-12, p. 1563-1590
|
| Publisher: |
Elsevier |