A New ADI Parallel Difference Method for Quanto Options Pricing Model

YANG Xiaozhong, ZHANG Fan, WU Lifei

Acta Mathematicae Applicatae Sinica ›› 2016, Vol. 39 ›› Issue (3) : 403-418.

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Acta Mathematicae Applicatae Sinica ›› 2016, Vol. 39 ›› Issue (3) : 403-418. DOI: 10.12387/C2016037

A New ADI Parallel Difference Method for Quanto Options Pricing Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2016, 39(3): 403-418 https://doi.org/10.12387/C2016037

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