A FINITE ELEMENT METHOD FOR PRICING AMERICAN OPTION ON BONDS

Mathematica Numerica Sinica ›› 2004, Vol. 26 ›› Issue (3) : 277-284.

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Mathematica Numerica Sinica ›› 2004, Vol. 26 ›› Issue (3) : 277-284. DOI: 10.12286/jssx.2004.3.277
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A FINITE ELEMENT METHOD FOR PRICING AMERICAN OPTION ON BONDS

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{{article.zuoZheEn_L}}. {{article.title_en}}. Mathematica Numerica Sinica, 2004, 26(3): 277-284 https://doi.org/10.12286/jssx.2004.3.277

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