A simple iterative method for the valuation of American...

Quantitative Finance 2013 / 06 Vol. 13; Iss. 6

A simple iterative method for the valuation of American options

Kim, In Joon, Jang, Bong-Gyu, Kim, Kyeong Tae
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Volume:
13
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2012.696780
Date:
June, 2013
File:
PDF, 314 KB
english, 2013
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