PDE methods for pricing barrier options (Q1583144)

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PDE methods for pricing barrier options
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    title
    PDE methods for pricing barrier options (English)
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    author
    R. Zvan
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    Kenneth Vetzal
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    Peter A. I. Forsyth
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    publication date
    26 October 2000
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    zbMATH DE Number
    1521679
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    zbMATH Keywords
    barrier options
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    numerical methods
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    option pricing
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    automatic time stepping
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    OpenAlex ID
    W1978044135
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