"Tridiagonal implicit method to evaluate European and American options ..."

Jaewook Lee, Younhee Lee (2013)

> Home

Details and statistics

DOI: 10.1016/J.CAM.2012.07.028

access: open

type: Journal Article

metadata version: 2021-02-16

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/jcam/LeeL13
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jcam/LeeL13
Jaewook Lee, Younhee Lee:
Tridiagonal implicit method to evaluate European and American options under infinite activity Lévy models. J. Comput. Appl. Math. 237(1): 234-243 (2013)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.