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"The numerical approximation of nonlinear Black-Scholes model for exotic ..."

Muhammad S. Yousuf, A. Q. M. Khaliq, Britta Kleefeld (2012)

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DOI: 10.1080/00207160.2012.688115

access: closed

type: Journal Article

metadata version: 2023-03-10

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Muhammad S. Yousuf, A. Q. M. Khaliq, Britta Kleefeld:
The numerical approximation of nonlinear Black-Scholes model for exotic path-dependent American options with transaction cost. Int. J. Comput. Math. 89(9): 1239-1254 (2012)

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