A Fourth Order -stable Method for the Black-Scholes Model with Barrier Options.

Dave A. Voss Abdul-Qayyum M. Khaliq S. H. K. Kazmi H. He

Published in: ICCSA (3) (2003)

Keyphrases

fourth order
black scholes model
pairwise
multiresolution
correlation coefficient
computational complexity
cost function
error rate
covariance matrix
sensitivity analysis