Author:
Shcherbakov Victor,Larsson Elisabeth
Subject
Computational Mathematics,Computational Theory and Mathematics,Modeling and Simulation
Reference41 articles.
1. The pricing of options and corporate liabilities;Black;J. Polit. Econ.,1973
2. Options, Futures and Other Derivatives;Hull,2009
3. Pricing Financial Instruments: The Finite Difference Method;Tavella,2000
4. Operator splitting methods for American option pricing;Ikonen;Appl. Math. Lett.,2004
5. Penalty methods for American options with stochastic volatility;Zvan;J. Comput. Appl. Math.,1998
Cited by
91 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献