High-order accurate variable time step compact schemes for pricing vanilla and exotic options
Crossref DOI link: https://doi.org/10.1007/s12190-024-02118-z
Published Online: 2024-05-21
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Sahu, Pradeep Kumar
Patel, Kuldip Singh
Text and Data Mining valid from 2024-05-21
Version of Record valid from 2024-05-21
Article History
Received: 27 February 2024
Revised: 6 April 2024
Accepted: 2 May 2024
First Online: 21 May 2024
Declarations
:
: The authors declare that they have no conflict of interest.