Numerical valuation of options by DG method: a study of boundary condition formulation
Date
2016
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Institute of Electrical and Electronics Engineers Inc.
Abstract
Description
Subject(s)
Option, valuation, discontinuous Galerkin approach, boundary condition
Citation
ISSN
2161-1890
ISBN
978-1-5090-2842-9