甘小艇1,2, 殷俊锋1
甘小艇, 殷俊锋. 二次有限体积法定价美式期权[J]. 计算数学, 2015, 37(1): 67-82.
Gan Xiaoting, Yin Junfeng. QUADRATIC FINITE VOLUME METHOD FOR PRICING AMERICAN OPTION[J]. Mathematica Numerica Sinica, 2015, 37(1): 67-82.
Gan Xiaoting1,2, Yin Junfeng1
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