Title of article
Solving finite difference schemes arising in trivariate option pricing
Author/Authors
Manfred Gilli، نويسنده , , Evis Këllezi، نويسنده , , Giorgio Pauletto، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
17
From page
1499
To page
1515
Keywords
Finite diיerence methods , Multivariate option pricing , implicit methods , Parallel computing , Krylov methods
Journal title
Journal of Economic Dynamics and Control
Serial Year
2002
Journal title
Journal of Economic Dynamics and Control
Record number
238188
Link To Document