A finite element discretization method for option pricing with the Bates model
Work
Year: 2011
Type: article
Source: SeMA Journal
Authors Edie Miglio, Carlo Sgarra
Institution Politecnico di Milano
Cites: 30
Cited by: 9
Related to: 10
FWCI: 0.88
Citation percentile (by year/subfield): 79.6
Subfield: Finance
Domain: Social Sciences
Open Access status: closed