A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate (Q2448388)
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scientific article; zbMATH DE number 6290784
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| English | A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate |
scientific article; zbMATH DE number 6290784 |
Statements
A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate (English)
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30 April 2014
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barrier option
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time-dependent barrier
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boundary element method
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Volterra integral equation
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0.8984474539756775
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0.7971946001052856
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0.7833253145217896
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0.7724934816360474
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