12

Projection and Contraction Method for the Valuation of American Options

Year:
2015
Language:
english
File:
PDF, 482 KB
english, 2015
30

Front-fixing FEMs for the pricing of American options based on a PML technique

Year:
2015
Language:
english
File:
PDF, 969 KB
english, 2015
42

Exact Closed-form Solutions for Lamb’s Problem

Year:
2018
Language:
english
File:
PDF, 752 KB
english, 2018