Author: Chin Stephen Dufresne Daniel
Publisher: Routledge Ltd
ISSN: 1466-4313
Source: Applied Mathematical Finance, Vol.19, Iss.4, 2012-09, pp. : 313-340
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Multigrid for American option pricing with stochastic volatility
Applied Mathematical Finance, Vol. 6, Iss. 3, 1999-09 ,pp. :