A Front-Fixing Finite Element Method for the Valuation of...

A Front-Fixing Finite Element Method for the Valuation of American Options

Holmes, Anthony D., Yang, Hongtao
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Volume:
30
Language:
english
Journal:
SIAM Journal on Scientific Computing
DOI:
10.1137/070694442
Date:
January, 2008
File:
PDF, 11.10 MB
english, 2008
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