A more accurate finite difference approach to the pricing of contingent claims (Q1294132): Difference between revisions

From MaRDI portal
ReferenceBot (talk | contribs)
Changed an Item
Set OpenAlex properties.
 
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/s0096-3003(97)10029-7 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2017258854 / rank
 
Normal rank

Latest revision as of 09:22, 30 July 2024

scientific article
Language Label Description Also known as
English
A more accurate finite difference approach to the pricing of contingent claims
scientific article

    Statements

    A more accurate finite difference approach to the pricing of contingent claims (English)
    0 references
    0 references
    0 references
    14 June 2000
    0 references
    finite difference method
    0 references
    contingent claim
    0 references

    Identifiers