Computable error estimates of a finite difference scheme for option pricing in exponential Lévy models
Crossref DOI link: https://doi.org/10.1007/s10543-014-0490-4
Published Online: 2014-05-06
Published Print: 2014-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kiessling, Jonas
Tempone, Raúl
Text and Data Mining valid from 2014-05-06