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  • Search: subject:"non-oscillatory reconstructions"
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American options 1 Analysis 1 Asian options 1 Black-Scholes model 1 Black-Scholes partial differential equations (PDEs) 1 Black-Scholes-Modell 1 Mathematical analysis 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 barrier options 1 central-upwind schemes 1 non-oscillatory reconstructions 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Bhatoo, Omishwary 1 Peer, Arshad Ahmud Iqbal 1 Saib, Aslam Aly El Faidal 1 Tadmor, Eitan 1 Tangman, Désiré Yannick 1
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The journal of computational finance 1
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ECONIS (ZBW) 1
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Efficient conservative second-order central-upwind schemes for option-pricing problems
Bhatoo, Omishwary; Peer, Arshad Ahmud Iqbal; Tadmor, Eitan - In: The journal of computational finance 22 (2018/2019) 5, pp. 71-101
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