Front-Tracking Finite Difference Methods for the Valuation...

Computational Economics 1998 / 12 Vol. 12; Iss. 3

Front-Tracking Finite Difference Methods for the Valuation of American Options

K.N. Pantazopoulos, E.N. Houstis, S. Kortesis
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Volume:
12
Language:
english
Pages:
19
DOI:
10.1023/a:1008695215988
Date:
December, 1998
File:
PDF, 115 KB
english, 1998
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