"A fast numerical method to price American options under the Bates model."

Luca Vincenzo Ballestra, Liliana Cecere (2016)

Details and statistics

DOI: 10.1016/J.CAMWA.2016.06.041

access: open

type: Journal Article

metadata version: 2021-02-11

a service of  Schloss Dagstuhl - Leibniz Center for Informatics