Some mathematical results in the pricing of American...

European Journal of Applied Mathematics 1993 / 12 Vol. 4; Iss. 4

Some mathematical results in the pricing of American options

Dewynne, J. N., Howison, S. D., Rupf, I., Wilmott, P.
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Volume:
4
Language:
english
Journal:
European Journal of Applied Mathematics
DOI:
10.1017/S0956792500001194
Date:
December, 1993
File:
PDF, 1.02 MB
english, 1993
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