"A Fitted Finite Volume Method for the Valuation of Options on Assets with ..."

C.-S. Huang, C.-H. Hung, Song Wang (2006)

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DOI: 10.1007/S00607-006-0164-4

access: closed

type: Journal Article

metadata version: 2020-08-06

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C.-S. Huang, C.-H. Hung, Song Wang:
A Fitted Finite Volume Method for the Valuation of Options on Assets with Stochastic Volatilities. Computing 77(3): 297-320 (2006)

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