A fitted l-multi-point flux approximation method for pricing options
Year of publication: |
2022
|
---|---|
Authors: | Koffi, Rock Stephane ; Tambue, Antoine |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 60.2022, 2, p. 633-663
|
Subject: | Degenerated PDEs | Finite volume methods | L Multi-Point Flux Approximation | Option pricing | Optionspreistheorie | Option pricing theory |
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