Direct computation for American put option and free...

Japan Journal of Industrial and Applied Mathematics 2013 / 02 Vol. 30; Iss. 1

Direct computation for American put option and free boundary using finite difference method

Beom Jin Kim, Cheonghee Ahn, Hi Jun Choe
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Volume:
30
Language:
english
DOI:
10.1007/s13160-012-0094-9
Date:
February, 2013
File:
PDF, 695 KB
english, 2013
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