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
Yang, Xiaozhong
Wu, Lifei
Shi, Yuying
Funding for this research was provided by:
National Nature Science Foundation of China (11371135, 11271126)
the Fundamental Research Funds for the Central Universities (13QN30, 2014ZZD10)
License valid from 2015-10-09