Finite differential solutions of level-required reset option (Q4980345)
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scientific article; zbMATH DE number 6311141
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| default for all languages | No label defined |
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| English | Finite differential solutions of level-required reset option |
scientific article; zbMATH DE number 6311141 |
Statements
30 June 2014
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reset options
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option pricing
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C-N differential scheme
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\(\theta\)-method
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0.8273795247077942
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0.7894991040229797
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0.7523567080497742
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0.7505927085876465
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0.7486525774002075
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