Pricing options with discrete dividends by high order finite differences and grid stretching Ariel Almendral-Vazquez Cornelis Oosterlee C.W. Leentvaar Publikasjonsdetaljer Arrangement: Computational Methods in Applied Sciences and Engineering ECCOMAS 2004 År: 2004 Ariel Almendral Vazquez Seniorforsker Du er her: Hjem Publikasjoner Vitenskapelig foredrag Pricing options with discrete dividends by high order finite differences and grid stretching
