Generalized finite integration method with Volterra operator for pricing multi-asset barrier option (Q6539909)
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scientific article; zbMATH DE number 7849443
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized finite integration method with Volterra operator for pricing multi-asset barrier option |
scientific article; zbMATH DE number 7849443 |
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Generalized finite integration method with Volterra operator for pricing multi-asset barrier option (English)
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15 May 2024
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generalized finite integration method
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Volterra operator
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barrier option
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Crank-Nicolson
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