A comparison study of ADI and operator splitting methods on option pricing models

Darae Jeong, Junseok Kim

Source record

Source: Crossref

Published: Aug 1, 2013

DOI: 10.1016/j.cam.2013.01.008

Open original source ↗

Evidence graph

No public relationships recorded yet.

Integrity note: This page is a factual metadata record created by deterministic ingestion. It is not a claim that the work moves a mathematical frontier or has been independently verified.