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Quadratic finite element and preconditioning methods for options pricing in the SVCY model
Zhang, Ying-ying
;
Pang, Hong-kui
;
Feng, Liming
;
Jin, …
- In:
The journal of computational finance
17
(
2013/14
)
3
,
pp. 3-30
Persistent link: https://www.econbiz.de/10010366298
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Computing hitting time densities for CIR and OU diffusions : applications to mean-reverting models
Linetsky, Vadim
- In:
The journal of computational finance
7
(
2004
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10002126756
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