A finite difference method for pricing European and American options under a geometric Lévy process (Q2514654): Difference between revisions

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-.3934/jimo.2015.11.241
@@ Property / DOI: 10.3934/jimo.2015.11.241 / rank @@
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+Songgui Wang
@@ Property / author: Songgui Wang / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.3934/jimo.2015.11.241
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+W2090571492
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@@ Property / cites work @@
+Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American option pricing
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+The Pricing of Options and Corporate Liabilities
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@@ Property / DOI @@
+.3934/JIMO.2015.11.241
@@ Property / DOI: 10.3934/JIMO.2015.11.241 / rank @@
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