Blar i HVL Open på forfatter "Attipoe, David Sena"
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Novel numerical techniques based on mimetic finite difference method for pricing two dimensional options
Attipoe, David Sena; Tambue, Antoine (Peer reviewed; Journal article, 2022)The Black–Scholes differential operator which underlies the option pricing of European and American options is known to be degenerate close to the boundary at zero. At this singularity, important properties of the differential ...