"A weighted finite difference method for American and Barrier options in ..."

Grzegorz Krzyzanowski, Marcin Magdziarz (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-03-17

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2003-05358
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2003-05358
Grzegorz Krzyzanowski, Marcin Magdziarz:
A weighted finite difference method for American and Barrier options in subdiffusive Black-Scholes Model. CoRR abs/2003.05358 (2020)

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