A Fitted L-Multi-Point Flux Approximation Method for Pricing Options
Crossref DOI link: https://doi.org/10.1007/s10614-021-10161-2
Published Online: 2021-10-13
Published Print: 2022-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Koffi, Rock Stephane
Tambue, Antoine
Funding for this research was provided by:
Robert Bosch Stiftung (Grant No 11.5.8040.0033.0)
Western Norway University Of Applied Sciences
Text and Data Mining valid from 2021-10-13
Version of Record valid from 2021-10-13
Article History
Accepted: 15 July 2021
First Online: 13 October 2021