On smoothing of the Crank-Nicolson scheme and higher order schemes for pricing barrier options
- Wade, B.A.
- Khaliq, A.Q.M.
- Yousuf, M.
- Vigo-Aguiar, J.
- Deininger, R.
ISSN: 0377-0427
Année de publication: 2007
Volumen: 204
Número: 1
Pages: 144-158
Type: Article