The Numerical Solution of the American Option Pricing Problem (Finite Difference and Transform Approaches) || The Merton and Heston Model for a Call
Chiarella, Carl, Kang, Boda, Meyer, Gunter HVolume:
10.1142/87
Year:
2014
Language:
english
DOI:
10.1142/9789814452625_0002
File:
PDF, 153 KB
english, 2014