Work

A More Accurate Finite Difference Approximation for the Valuation of Options

Year: 1982

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.2307/2330857

Author: Georges Courtadon

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1986703667

FWCI: 2.548

Cites: 4

Cited by: 131

Related to: 10