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  • Search: subject:"Multi-point flux approximation"
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Subject
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Approximation method 2 Degenerated PDEs 2 Finite volume methods 2 Iteratives Verfahren 2 Option pricing theory 2 Option trading 2 Optionsgeschäft 2 Optionspreistheorie 2 L Multi-Point Flux Approximation 1 Multi-asset options 1 Multi-point flux approximation 1 Option pricing 1 Options pricing 1
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Free 1 Undetermined 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Koffi, Rock Stephane 2 Tambue, Antoine 2
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Computational economics 2
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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A fitted l-multi-point flux approximation method for pricing options
Koffi, Rock Stephane; Tambue, Antoine - In: Computational economics 60 (2022) 2, pp. 633-663
Persistent link: https://www.econbiz.de/10013380800
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A fitted multi-point flux approximation method for pricing two options
Koffi, Rock Stephane; Tambue, Antoine - In: Computational economics 55 (2020) 2, pp. 597-628
Persistent link: https://www.econbiz.de/10012223652
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