A NUMERICAL METHOD FOR DETERMINING THE OPTIMAL EXERCISE PRICE TO AMERICAN OPTIONS

Xiong Hua WU,Xiu Juan FENG

Journal of Computational Mathematics ›› 2003, Vol. 21 ›› Issue (3) : 305-310.

PDF(161 KB)
中国科学院数学与系统科学研究院期刊网
JCM
PDF(161 KB)
Journal of Computational Mathematics ›› 2003, Vol. 21 ›› Issue (3) : 305-310.

A NUMERICAL METHOD FOR DETERMINING THE OPTIMAL EXERCISE PRICE TO AMERICAN OPTIONS

  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Computational Mathematics, 2003, 21(3): 305-310

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(161 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉