Title of article
Pricing exotic options with L-stable Padé schemes
Author/Authors
A.Q.M. Khaliq، نويسنده , , D.A. Voss، نويسنده , , M. Yousuf، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
24
From page
3438
To page
3461
Keywords
Butterfly spread , barrier options , Pade´ schemes , L-stable methods , Black-Scholes model , Heston stochastic volatility model , Complex digital option
Journal title
Journal of Banking and Finance
Serial Year
2007
Journal title
Journal of Banking and Finance
Record number
194135
Link To Document