Numerical determination of the right boundary condition for regime-switching models of European options from point observations

// <I>AMEE 2018<D> : Proceedings of the 44rd International conference "Applications of mathematics in engineering and economics 2018", Sozopol, 8-13 june 2018, Ser. AIP conf. proc., 2048, 2018, Art. № 030003, DOI: 10.1063/1.5082061.

Sl. G. Georgiev

Numerical determination of the right boundary condition for regime-switching models of European options from point observations

Детайли

Пор.№: 4964

ISBN: 978-073541774-8 ; ISSN 0094-243X ; eISSN 1551-7616
Отрасъл: Художествена литература
Забележка: SJR - 0.189/2021, SCImago Journal and Country Rank
Системен №: 22696
Допълнителна сигнатура: N 92

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APA Chicago / Turabian (16th edition) Harvard MLA (7th edition)

Georgiev, S. Numerical determination of the right boundary condition for regime-switching models of European options from point observations, , , 978-073541774-8 ; ISSN 0094-243X ; eISSN 1551-7616.

Georgiev, S. . Numerical determination of the right boundary condition for regime-switching models of European options from point observations. : , , 978-073541774-8 ; ISSN 0094-243X ; eISSN 1551-7616.

Georgiev, S. () Numerical determination of the right boundary condition for regime-switching models of European options from point observations, : , 978-073541774-8 ; ISSN 0094-243X ; eISSN 1551-7616

Georgiev, S. (). Numerical determination of the right boundary condition for regime-switching models of European options from point observations. // <I>AMEE 2018<D> : Proceedings of the 44rd International conference "Applications of mathematics in engineering and economics 2018", Sozopol, 8-13 june 2018, Ser. AIP conf. proc., 2048, 2018, Art. № 030003, DOI: 10.1063/1.5082061.. (4964),

Numerical determination of the right boundary condition for regime-switching models of European options from point observations

Детайли

Допълнителна информация

Действия