Click here for immediate access to the latest key research articles

Unstructured meshing for two asset barrier options 

Authors: D. M. Pooley ^a;  P. A. Forsyth ^a;  K. R. Vetzal ^a; R. B. Simpson ^a

Affiliation:

a University of Waterloo.

DOI: 10.1080/135048600450284

Publication Frequency: 6 issues per year

Published in: Applied Mathematical Finance, Volume 7, Issue 1 March 2000 , pages 33 - 60

Subjects: Applied Mathematics; Business Mathematics; Finance; Financial Mathematics; Physics;

Number of References: 29

Formats available: PDF (English)

Article Requests: Order Reprints : Request Permissions

• Sign In
• Online Sample

Recommending 'Unstructured meshing for two asset barrier options'

This service is temporarily unavailable.

Please copy the URL in your address bar and email it direct to your colleague or librarian to recommend this resource.