期刊论文详细信息
| Electronic Transactions on Numerical Analysis | |
| Implicit-explicit predictor-corrector methods combined with improved spectral methods for pricing European style vanilla and exotic options | |
| Edson Pindza1 | |
| 关键词: European options; butterfly spread options; digital options; Black-Scholes equation; barycentric interpolation; implicit-explicit predictor-corrector methods; | |
| DOI : | |
| 学科分类：数学（综合） | |
| 来源: Kent State University * Institute of Computational Mathematics | |
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