Two finite difference schemes for evaluation of contingent claims with three underlying state variables

Other

Two finite difference schemes for evaluation of contingent claims with three underlying state variables

Niklas Ekvall

1993

Metrics

5 Record Views

Details

Title: Two finite difference schemes for evaluation of contingent claims with three underlying state variables
Creators - without role: Niklas Ekvall - Stockholm School of Economics, Center for Accounting and Managerial Finance
Identifiers: 991001480242406056
Academic Unit: Center for Accounting and Managerial Finance
Language: English
Resource Type: Other