CONVERGENCE OF THE EXPLICIT DIFFERENCE SCHEME AND THE BINOMIAL TREE METHOD FOR AMERICAN OPTIONS

Li Shang JIANG,Min DAI

Journal of Computational Mathematics ›› 2004, Vol. 22 ›› Issue (3) : 371-380.

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中国科学院数学与系统科学研究院期刊网
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PDF(236 KB)
Journal of Computational Mathematics ›› 2004, Vol. 22 ›› Issue (3) : 371-380.

CONVERGENCE OF THE EXPLICIT DIFFERENCE SCHEME AND THE BINOMIAL TREE METHOD FOR AMERICAN OPTIONS

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Computational Mathematics, 2004, 22(3): 371-380

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