NUMERICAL SOLUTION OF TWO-FACTOR MODELS FOR VALUATION OF...

Mathematical Models and Methods in Applied Sciences 2004 / 02 Vol. 14; Iss. 2

NUMERICAL SOLUTION OF TWO-FACTOR MODELS FOR VALUATION OF FINANCIAL DERIVATIVES

BERMÚDEZ, ANA, NOGUEIRAS, MARÍA R.
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Volume:
14
Language:
english
Journal:
Mathematical Models and Methods in Applied Sciences
DOI:
10.1142/s0218202504003246
Date:
February, 2004
File:
PDF, 549 KB
english, 2004
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