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Pricing American options using a space-time adaptive finite difference method
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Scientific Computing. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Numerical Analysis.
2010 (English)In: Mathematics and Computers in Simulation, ISSN 0378-4754, E-ISSN 1872-7166, Vol. 80, p. 1922-1935Article in journal (Refereed) Published
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2010. Vol. 80, p. 1922-1935
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Computational Mathematics Computer Sciences
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URN: urn:nbn:se:uu:diva-120136DOI: 10.1016/j.matcom.2010.02.008ISI: 000278726900009OAI: oai:DiVA.org:uu-120136DiVA, id: diva2:302653
Available from: 2010-03-08 Created: 2010-03-08 Last updated: 2018-01-12Bibliographically approved

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von Sydow, Lina

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