"The numerical approximation of nonlinear Black-Scholes model for exotic ..."

Muhammad S. Yousuf, A. Q. M. Khaliq, Britta Kleefeld (2012)

> Home

Details and statistics

DOI: 10.1080/00207160.2012.688115

access: closed

type: Journal Article

metadata version: 2023-03-10

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/ijcm/YousufKK12
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/ijcm/YousufKK12
Muhammad S. Yousuf, A. Q. M. Khaliq, Britta Kleefeld:
The numerical approximation of nonlinear Black-Scholes model for exotic path-dependent American options with transaction cost. Int. J. Comput. Math. 89(9): 1239-1254 (2012)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.