A finite volume approach for contingent claims valuation
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Publication:2748866
DOI10.1093/IMANUM/21.3.703zbMath1004.91032OpenAlexW2075779585MaRDI QIDQ2748866
R. Zvan, Peter A. I. Forsyth, Kenneth Vetzal
Publication date: 4 September 2002
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imanum/21.3.703
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