Random Timestepping Algorithm with Exponential Distribution for Pricing Various Structures of One-Sided Barrier Options

ISSN Print: 2161-1203
ISSN Online: 2161-1211
www.scirp.net/journal/ajcm
E-mail: [email protected]

Citations

"Random Timestepping Algorithm with Exponential Distribution for Pricing Various Structures of One-Sided Barrier Options"
written by Hasan Alzubaidi,
published by American Journal of Computational Mathematics, Vol.7 No.3, 2017

has been cited by the following article(s):

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[3]	An exponential timestepping algorithm for diffusion with discontinuous coefficients Journal of Computational Physics, 2019 DOI:10.1016/j.jcp.2019.07.013