A Very Fast and Accurate Boundary Element Method for Options with Moving Barrier and Time-Dependent Rebate
2017 ◽
Vol 5
(3)
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pp. 260-270
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2020 ◽
Vol 17
(8)
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Keyword(s):
1996 ◽
Vol 30
(1)
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pp. 93-109
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2016 ◽
Vol 63
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pp. 134-153
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2017 ◽
Vol 79
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pp. 98-109
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1993 ◽
Vol 3
(2)
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pp. 145-155
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1999 ◽
Vol 45
(12)
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pp. 1887-1905
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2017 ◽
Vol 21
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pp. 86-112
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1985 ◽
Vol 12-13
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pp. 239-245
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