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"Analysis of Quantization Error in Financial Pricing via Finite Difference ..."

Christina C. Christara, Nat Chun-Ho Leung (2018)

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DOI: 10.1137/17M1139655

access: closed

type: Journal Article

metadata version: 2020-05-11

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Christina C. Christara, Nat Chun-Ho Leung:
Analysis of Quantization Error in Financial Pricing via Finite Difference Methods. SIAM J. Numer. Anal. 56(3): 1731-1757 (2018)

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