Solving finite difference schemes arising in trivariate option pricing-Reference-Cited by-同舟云学术

Solving finite difference schemes arising in trivariate option pricing

Published:2002-08 Issue:9-10 Volume:26 Page:1499-1515
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Gilli Manfred,Këllezi Evis,Pauletto Giorgio

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference32 articles.

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