中国科学院数学与系统科学研究院期刊网
JSSC
CONVERGENCE OF THE EXPLICIT DIFFERENCE SCHEME AND THE BINOMIAL TREE METHOD FOR AMERICAN OPTIONS
Li Shang JIANG,Min DAI
CONVERGENCE OF THE EXPLICIT DIFFERENCE SCHEME AND THE BINOMIAL TREE METHOD FOR AMERICAN OPTIONS
Li Shang JIANG,Min DAI
Journal of Computational Mathematics . 2004, (3): 371 -380 .