Numerical valuation of options by DG method: a study of boundary condition formulation

Date
2016-01-01
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
Collections