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                                       Details for article 34 of 86 found articles
 
 
  Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation
 
 
Title: Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation
Author: Ballestra, Luca Vincenzo
Appeared in: Computational management science
Paging: Volume 18 () nr. 2 pages 239-263
Year: 2021-04-01
Contents:
Publisher: Springer Berlin Heidelberg, Berlin/Heidelberg
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 34 of 86 found articles
 
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