A Discontinuous Galerkin Method for Pricing American Options Under the Constant Elasticity of Variance Model (Q5372346)
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scientific article; zbMATH DE number 6799514
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Discontinuous Galerkin Method for Pricing American Options Under the Constant Elasticity of Variance Model |
scientific article; zbMATH DE number 6799514 |
Statements
A Discontinuous Galerkin Method for Pricing American Options Under the Constant Elasticity of Variance Model (English)
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27 October 2017
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