Open AccessOn the Acceleration of Explicit Finite Difference Methods for Option Pricing
Author(s) -
Stephen O’Sullivan,
Conall O’Sullivan
Publication year - 2008
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1102333
Subject(s) - acceleration , finite difference , finite difference method , mathematics , computer science , mathematical analysis , physics , classical mechanics
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