Pricing exotic options with L-stable Pade schemes
| Year of publication: |
2007
|
|---|---|
| Authors: | Khaliq, A.Q.M. ; Voss, D.A. ; Yousuf, M. |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 31.2007, 11, p. 3438-3461
|
| Publisher: |
Elsevier |