A Numerical Scheme for Expectations with First Hitting Time to Smooth Boundary
Hishida, Yuji, Ishigaki, Yuta, Okumura, ToshikiLanguage:
english
Journal:
Asia-Pacific Financial Markets
DOI:
10.1007/s10690-019-09278-0
Date:
June, 2019
File:
PDF, 2.91 MB
english, 2019