Company Rossi, R.; Egorova, V.; Jódar Sánchez, LA. (2016). An efficient method for solving spread option pricing problem: numerical analysis and computing. Abstract and Applied Analysis. 2016:1-11. https://doi.org/10.1155/2016/1549492
Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/81417
Title: | An efficient method for solving spread option pricing problem: numerical analysis and computing | |
Author: | Egorova, Vera | |
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[EN] This paper deals with numerical analysis and computing of spread option pricing problem described by a two-spatial variables
partial differential equation. Both European and American cases are treated. Taking advantage ...[+]
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Copyrigths: | Reconocimiento (by) | |
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Publisher version: | http://dx.doi.org/10.1155/2016/1549492 | |
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This work has been partially supported by the European Union in the FP7- PEOPLE-2012-ITN Program under Grant Agreement no. 304617 (FP7 Marie Curie Action, Project Multi-ITN STRIKE-Novel Methods in Computational Finance) ...[+]
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