Solving finite difference schemes arising in trivariate option pricing
| Year of publication: |
2002
|
|---|---|
| Authors: | Gilli, Manfred ; Kellezi, Evis ; Pauletto, Giorgio |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 26.2002, 9-10, p. 1499-1515
|
| Publisher: |
Elsevier |