Vicente Jos V M

Jos V M Vicente

Information about the author Jos V M Vicente will soon be added to the site.
Found 1 papers in total
A new finite difference method for pricing and hedging fixed income derivatives: Comparative analysis and the case of an Asian option
A new finite difference method for pricing and hedging fixed income derivatives: Comparative analysis and the case of an Asian option
2016
We propose a second order accurate numerical finite difference method to replace the...
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