"A Fourth Order -stable Method for the Black-Scholes Model with Barrier ..."

Dave A. Voss et al. (2003)

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DOI: 10.1007/3-540-44842-X_21

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-24

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Dave A. Voss, Abdul-Qayyum M. Khaliq, S. H. K. Kazmi, H. He:
A Fourth Order -stable Method for the Black-Scholes Model with Barrier Options. ICCSA (3) 2003: 199-207

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