Search Results

• Jumps Without Tears: A New Splitting Technology for Barrier Options

  A. Itkin & P. Carr

  2011-08-01

  31393 2649 Pages:667-704

• ADI Finite Difference Schemes for Option Pricing in the Heston Model with Correlation

  K. J. In ’t Hout & S. Foulon

  2010-07-01

  35148 2830 Pages:303-320