Adaptive option pricing based on a posteriori error estimates for fully discrete finite difference methods

作者：Mengli Mao, Wansheng Wang, Tianhai Tian, Lehan Wang · 发表于：Journal of Computational and Applied Mathematics · 年份：2024 · DOI：10.1016/j.cam.2024.116407 · 被引用次数：3 · 研究领域：Stochastic processes and financial applications、Statistical Methods and Inference