Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
-
1619-6988
- Extent
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Online-Ressource
- Language
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Englisch
- Notes
-
online resource.
- Bibliographic citation
-
Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation ; day:1 ; month:4 ; year:2021 ; pages:1-25
Computational management science ; (1.4.2021), 1-25
- Creator
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Ballestra, Luca Vincenzo
- Contributor
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SpringerLink (Online service)
- DOI
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10.1007/s10287-021-00394-9
- URN
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urn:nbn:de:101:1-2021051721484057905300
- Rights
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
14.08.2025, 10:57 AM CEST
Data provider
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Associated
- Ballestra, Luca Vincenzo
- SpringerLink (Online service)
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