A Fast Numerical Method for the Black--Scholes Equation of...

A Fast Numerical Method for the Black--Scholes Equation of American Options

Han, Houde, Wu, Xiaonan
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Volume:
41
Language:
english
Journal:
SIAM Journal on Numerical Analysis
DOI:
10.1137/S0036142901390238
Date:
January, 2003
File:
PDF, 203 KB
english, 2003
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