A new kind of parallel finite difference method for the quanto option pricing model

Yang, Xiaozhong; Wu, Lifei; Shi, Yuying

doi:10.1186/s13662-015-0643-z

Advances in Continuous and Discrete Models

Theory and Modern Applications

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Last updated: Mon, 22 Apr 2024 22:15:51 Z

A new kind of parallel finite difference method for the quanto option pricing model

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