A more accurate finite difference approach to the pricing of contingent claims (Q1294132)
From MaRDI portal
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
14 June 2000
0 references
finite difference method
0 references
contingent claim
0 references