SWING LOW, SWING HIGH - How to tell when a stable finite difference method for option pricing may nonetheless give rise to oscillations in the result
| Year of publication: |
1998
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|---|---|
| Authors: | Zvan, Robert ; Vetzal, Kenneth ; Forsyth, Peter |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 11.1998, 3, p. 71-75
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