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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)

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