Items where Author is "Egorova, V.N."
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Article
Egorova, V.N., Tan, S. H., Lai, Ci-H.
ORCID: 0000-0002-7558-6398
, Company, R. and Jodar, L.
(2015)
Moving boundary transformation for American call options with transaction cost: Finite difference methods and computing.
International Journal of Computer Mathematics, 94 (2).
pp. 345-362.
ISSN 0020-7160 (Print), 1029-0265 (Online)
(doi:https://doi.org/10.1080/00207160.2015.1108409)