QUADRATIC FINITE VOLUME METHOD FOR PRICING AMERICAN OPTION

Gan Xiaoting, Yin Junfeng

Mathematica Numerica Sinica ›› 2015, Vol. 37 ›› Issue (1) : 67-82.

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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 ›› 2015, Vol. 37 ›› Issue (1) : 67-82. DOI: 10.12286/jssx.2015.1.67
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QUADRATIC FINITE VOLUME METHOD FOR PRICING AMERICAN OPTION

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{{article.zuoZheEn_L}}. {{article.title_en}}. Mathematica Numerica Sinica, 2015, 37(1): 67-82 https://doi.org/10.12286/jssx.2015.1.67

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