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Q2934454 - MaRDI portal

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scientific article

    Statements

    author
    Gaoxin Zhou
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    Xiao-zhong Yang
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    publication date
    12 December 2014
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    zbMATH Keywords
    dual currency option pricing model
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    accelerated AOS algorithm
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    `explicit-implicit' scheme
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    `implicit-explicit' scheme
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    second-order accuracy
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    91G20
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    65M06
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    zbMATH DE Number
    6380317
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