Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff (Q1770204)
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scientific article; zbMATH DE number 2155365
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| English | Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff |
scientific article; zbMATH DE number 2155365 |
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Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff (English)
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11 April 2005
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infinite element method
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pricing
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European barrier options
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options with discontinuous payoff
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0.8118792772293091
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0.7847487330436707
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0.7665525674819946
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0.7645221948623657
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