Projection and Contraction Method for the Valuation of...

Projection and Contraction Method for the Valuation of American Options

Song, Haiming, Zhang, Ran
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Volume:
5
Language:
english
Journal:
East Asian Journal on Applied Mathematics
DOI:
10.4208/eajam.110914.301114a
Date:
February, 2015
File:
PDF, 482 KB
english, 2015
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