Constructing positive reliable numerical solution for American call options: a new front-fixing approach (Q491062): Difference between revisions

@@ Property / DOI @@
-.1016/j.cam.2014.09.013
@@ Property / DOI: 10.1016/j.cam.2014.09.013 / rank @@
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-Rafael Company
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-Vera N. Egorova
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-Lucas Jodar
@@ Property / author: Lucas Jodar / rank @@
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+Rafael Company
@@ Property / author: Rafael Company / rank @@
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@@ Property / author @@
+Vera N. Egorova
@@ Property / author: Vera N. Egorova / rank @@
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+Lucas Jodar
@@ Property / author: Lucas Jodar / rank @@
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@@ Property / full work available at URL @@
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+Mathematical models of financial derivatives
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+The Mathematics of Financial Derivatives
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+On the numerical solution of nonlinear Black-Scholes equations
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+Far Field Boundary Conditions for Black--Scholes Equations
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@@ Property / DOI @@
+.1016/J.CAM.2014.09.013
@@ Property / DOI: 10.1016/J.CAM.2014.09.013 / rank @@
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