On the convergence of a Crank-Nicolson fitted finite volume method for pricing American bond options (Q6534640)
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scientific article; zbMATH DE number 7348239
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the convergence of a Crank-Nicolson fitted finite volume method for pricing American bond options |
scientific article; zbMATH DE number 7348239 |
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On the convergence of a Crank-Nicolson fitted finite volume method for pricing American bond options (English)
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14 May 2021
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