A Fitted Multi-point Flux Approximation Method for Pricing Two Options
Crossref DOI link: https://doi.org/10.1007/s10614-019-09906-x
Published Online: 2019-07-09
Published Print: 2020-02
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)
Text and Data Mining valid from 2019-07-09
Version of Record valid from 2019-07-09
Article History
Accepted: 1 July 2019
First Online: 9 July 2019