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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=238188
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