THE CHARACTERISTIC FINITE ELEMENT METHOD FOR THE PRICING PROBLEM OF TWO-ASSET EUROPEAN OPTIONS

Ge Zhihao, Li Tingting, Wang Huifang

Journal on Numerica Methods and Computer Applications ›› 2020, Vol. 41 ›› Issue (1) : 27-41.

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中国科学院数学与系统科学研究院期刊网
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Journal on Numerica Methods and Computer Applications ›› 2020, Vol. 41 ›› Issue (1) : 27-41. DOI: 10.12288/szjs.2020.1.27
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THE CHARACTERISTIC FINITE ELEMENT METHOD FOR THE PRICING PROBLEM OF TWO-ASSET EUROPEAN OPTIONS

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Numerical Methods and Computer Applications, 2020, 41(1): 27-41 https://doi.org/10.12288/szjs.2020.1.27

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