Crossmark

A new kind of parallel finite difference method for the quanto option pricing model

Crossref DOI link: https://doi.org/10.1186/s13662-015-0643-z

Published Online: 2015-10-09

Published Print: 2015-12

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Yang, Xiaozhong

Wu, Lifei

Shi, Yuying
Funding

Funding for this research was provided by:

National Nature Science Foundation of China (11371135)

National Nature Science Foundation of China (11271126)

the Fundamental Research Funds for the Central Universities (13QN30)

the Fundamental Research Funds for the Central Universities (2014ZZD10)
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License valid from 2015-10-09