Solving finite difference schemes arising in trivariate option pricing
| Year of publication: |
2002
|
|---|---|
| Authors: | Gilli, Manfred ; Ke͏̈llezi, Evis ; Pauletto, Giorgio |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 26.2002, 9, p. 1499-1516
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