Weak Galerkin finite element method for valuation of American options
Zhang, Ran, Song, Haiming, Luan, NanaVolume:
9
Language:
english
Journal:
Frontiers of Mathematics in China
DOI:
10.1007/s11464-014-0358-6
Date:
April, 2014
File:
PDF, 1.50 MB
english, 2014