Rock Stephane Koffi

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Person:6318648

Available identifiers

zbMath Open koffi.rock-stephaneMaRDI QIDQ6318648

List of research outcomes





PublicationDate of PublicationType
Convergence of the two point flux approximation method and the fitted two point flux approximation method for options pricing with local volatility function2024-09-12Paper
Convergence of the Two Point Flux Approximation and a novel fitted Two-Point Flux Approximation method for pricing options2019-12-29Paper
A fitted L-Multi-point Flux Approximation method for pricing options2019-12-29Paper
A Fitted Multi-Point Flux Approximation Method for Pricing two options2019-05-13Paper

Research outcomes over time

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