Pricing exotic options with L-stable Pade schemes

A.Q.M. Khaliq, D.A. Voss and M. Yousuf

Journal of Banking & Finance, 2007, vol. 31, issue 11, pages 3438-3461

Downloads: (external link)
http://www.sciencedirect.com/science/article/B6VCY ... d90d0ebbfdd7d092d212
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Access Statistics for this article

Journal of Banking & Finance is edited by Ike Mathur

More articles in Journal of Banking & Finance from Elsevier
Series data maintained by Heidi Boesdal ().