High-Order-Compact ADI Schemes for Pricing Basket Options in the Combination Technique (Q4626514)
From MaRDI portal
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)
0 references
28 February 2019
0 references
basket options pricing
0 references
high-order-compact ADI schemes
0 references
0 references
0 references