THE DIFFERENCE METHODS WITH VARIABLE MESH FOR AMERICAN OPTION PRICING

Zhang Tie, Zhu Danmei

Mathematica Numerica Sinica ›› 2008, Vol. 30 ›› Issue (4) : 379-387.

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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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Mathematica Numerica Sinica ›› 2008, Vol. 30 ›› Issue (4) : 379-387. DOI: 10.12286/jssx.2008.4.379
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THE DIFFERENCE METHODS WITH VARIABLE MESH FOR AMERICAN OPTION PRICING

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{{article.zuoZheEn_L}}. {{article.title_en}}. Mathematica Numerica Sinica, 2008, 30(4): 379-387 https://doi.org/10.12286/jssx.2008.4.379

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