Search Results

• Spread Option Pricing Using ADI Methods

  Vida Heidarpour-Dehkordi, Christina C. Christara

  2018-08-15

  29569 2597 Pages:353-369

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

  K. J. In't Hout, S. Foulon

  2010-07-01

  35275 2888 Pages:303-320