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"Rational Spectral Collocation Method for Pricing American Vanilla and ..."

Edson Pindza, Kailash C. Patidar, Edgard Ngounda (2014)

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DOI: 10.1007/978-3-319-20239-6_35

access: closed

type: Conference or Workshop Paper

metadata version: 2019-10-19

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Edson Pindza, Kailash C. Patidar, Edgard Ngounda:
Rational Spectral Collocation Method for Pricing American Vanilla and Butterfly Spread Options. FDM 2014: 323-331

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