Numerical methods for backward Markov chain driven Black-Scholes option pricing

✍ Scribed by Chi Yan Au; Eric S. Fung; Leevan Ling

• Book ID: 107378020
• Publisher: Higher Education Press and Springer
• Year: 2010
• Tongue: English
• Weight: 445 KB
• Volume: 6
• Category: Article
• ISSN: 1673-3452
• DOI: 10.1007/s11464-010-0089-2