Author:
Khaliq A.Q.M.,Voss D.A.,Yousuf M.
Subject
Economics and Econometrics,Finance
Reference20 articles.
1. Pricing exotic options in a path integral approach;Bormetti;Quantative Finance,2006
2. Single step methods for inhomogeneous linear differential equations in Banach space;Brenner;RAIRO Analyse Numérique,1982
3. Gallopoulos, E., Saad, Y., 1988. On the parallel solution of parabolic equations. CSRD Report (854), University of Illinois, Urbana-Champaign.
4. Convergence analysis of Crank–Nicolson and Rannacher time marching;Giles;Journal of Computational Finance,2006
5. A closed-form solution for options with stochastic volatility with applications to bond and currency options;Heston;Review of Financial Studies,1993
Cited by
28 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