Quadratic finite element and preconditioning methods for options pricing in the SVCY model
Year of publication: |
2014
|
---|---|
Authors: | Zhang, Ying-ying ; Pang, Hong-kui ; Feng, Liming ; Jin, Xiao-Qing |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 17.2013/14, 3, p. 3-30
|
Subject: | Optionspreistheorie | Option pricing theory | Numerisches Verfahren | Numerical analysis |
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