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Adaptive and high-order methods for valuing American options
Christara, Christina C.; Dang, Duy Minh - In: The journal of computational finance 14 (2010/11) 4, pp. 73-113
Persistent link: https://www.econbiz.de/10009241248
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An efficient numerical partial differential equation approach for pricing foreign exchange interest rate hybrid derivatives
Dang, Duy Minh; Christara, Christina C.; Jackson, Kenneth R. - In: The journal of computational finance 18 (2014/2015) 4, pp. 39-93
Persistent link: https://www.econbiz.de/10011441260