On the convergence of a Crank-Nicolson fitted finite volume method for pricing American bond options (Q6534640)
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scientific article; zbMATH DE number 7348239
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| English | On the convergence of a Crank-Nicolson fitted finite volume method for pricing American bond options |
scientific article; zbMATH DE number 7348239 |
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On the convergence of a Crank-Nicolson fitted finite volume method for pricing American bond options (English)
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14 May 2021
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0.8686144948005676
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0.8515682220458984
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0.8405370116233826
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0.8310947418212891
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