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.

PDF(236 KB)
中国科学院数学与系统科学研究院期刊网
JCM
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

    {{javascript:window.custom_author_en_index=0;}}
  • {{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, 2004, 22(3): 371-380

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(236 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉