On the Stability of a Compact Finite Difference Scheme for Option Pricing (Q2905430)

From MaRDI portal
Revision as of 14:13, 5 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)





scientific article
Language Label Description Also known as
English
On the Stability of a Compact Finite Difference Scheme for Option Pricing
scientific article

    Statements

    On the Stability of a Compact Finite Difference Scheme for Option Pricing (English)
    0 references
    0 references
    0 references
    27 August 2012
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references