View in EDS HTML Full Text PDF Full Text

High-order time stepping scheme for pricing American option under Bates model.

Saved in:
Bibliographic Details
Title: High-order time stepping scheme for pricing American option under Bates model.
Authors: Yousuf, M.1, myousuf@kfupm.edu.sa
Source: International Journal of Computer Mathematics; Jan2019, Vol. 96 Issue 1, p18-32, 15p
Database: Applied Science & Technology Source
Full text is not displayed to guests.
FullText Links:
  – Type: pdflink
Text:
  Availability: 1
Header DbId: aci
DbLabel: Applied Science & Technology Source
An: 132836003
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: High-order time stepping scheme for pricing American option under Bates model.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AU" term="%22Yousuf%2C+M%2E%22">Yousuf, M.</searchLink><relatesTo>1</relatesTo>, <i>myousuf@kfupm.edu.sa</i>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22International+Journal+of+Computer+Mathematics%22">International Journal of Computer Mathematics</searchLink>; Jan2019, Vol. 96 Issue 1, p18-32, 15p
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=aci&AN=132836003
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1080/00207160.2017.1420785
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 15
        StartPage: 18
    Titles:
      – TitleFull: High-order time stepping scheme for pricing American option under Bates model.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Yousuf, M.
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 01
              Text: Jan2019
              Type: published
              Y: 2019
          Identifiers:
            – Type: issn-print
              Value: 00207160
          Numbering:
            – Type: volume
              Value: 96
            – Type: issue
              Value: 1
          Titles:
            – TitleFull: International Journal of Computer Mathematics
              Type: main
ResultId 1