Browsing byAuthorMeyer, GH
Showing results 1 to 3 of 3
Issue Date | Title | Author(s) |
2009-05-01 | The evaluation of american option prices under stochastic volatility and jump-diffusion dynamics using the method of lines | Chiarella, C; Kang, B; Meyer, GH; Ziogas, A |
2012-09-01 | The evaluation of barrier option prices under stochastic volatility | Chiarella, C; Kang, B; Meyer, GH |
2014-01-01 | The numerical solution of the American option pricing problem: Finite difference and transform approaches | Chiarella, C; Kang, B; Meyer, GH |