Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff
type: Item
instance of: scholarly article
title: Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff
zbMATH Open document ID: 1106.91035
author: Simona Sanfelici
published in: Decisions in Economics and Finance
publication date: 2005-04-11T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 65N30
Mathematics Subject Classification ID: 65J10
zbMATH DE Number: 2155365
zbMATH Keywords: infinite element method
zbMATH Keywords: pricing
zbMATH Keywords: European barrier options
zbMATH Keywords: options with discontinuous payoff
MaRDI profile type: Publication
full work available at URL: s10203-004-0046-1
OpenAlex ID: W2037150270
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DOI: 10.1007/S10203-004-0046-1
description: scientific article; zbMATH DE number 2155365