中国科学院数学与系统科学研究院期刊网
JSSC
A NUMERICAL METHOD FOR DETERMINING THE OPTIMAL EXERCISE PRICE TO AMERICAN OPTIONS
Xiong Hua WU,Xiu Juan FENG
A NUMERICAL METHOD FOR DETERMINING THE OPTIMAL EXERCISE PRICE TO AMERICAN OPTIONS
Xiong Hua WU,Xiu Juan FENG
Journal of Computational Mathematics . 2003, (3): 305 -310 .