High-Order-Compact ADI Schemes for Pricing Basket Options in the Combination Technique (Q4626514)
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scientific article; zbMATH DE number 7030711
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-Order-Compact ADI Schemes for Pricing Basket Options in the Combination Technique |
scientific article; zbMATH DE number 7030711 |
Statements
High-Order-Compact ADI Schemes for Pricing Basket Options in the Combination Technique (English)
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28 February 2019
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basket options pricing
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high-order-compact ADI schemes
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