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"A superconvergent partial differential equation approach to price variance ..."

Mehzabeen Jumanah Dilloo, Désiré Yannick Tangman (2017)

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DOI: 10.1016/J.CAM.2016.09.001

access: closed

type: Journal Article

metadata version: 2023-08-28

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Mehzabeen Jumanah Dilloo, Désiré Yannick Tangman:
A superconvergent partial differential equation approach to price variance swaps under regime switching models. J. Comput. Appl. Math. 318: 316-334 (2017)

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