Taoshun He
Results
Journal Article
FDMs for the PDEs of Option Pricing Under DEV Models with Counterparty Risk
Numerical Mathematics: Theory, Methods and Applications, Vol. 12 (2019), Iss. 4 : pp. 1246–1265
Journal Article
Numerical Mathematics: Theory, Methods and Applications, Vol. 12 (2019), Iss. 4 : pp. 1246–1265