An efficient finite element method for pricing American...

Communications in Nonlinear Science and Numerical Simulation 2015 / 12 Vol. 29; Iss. 1-3

An efficient finite element method for pricing American multi-asset put options

Zhang, Ran, Zhang, Qi, Song, Haiming
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Volume:
29
Language:
english
Journal:
Communications in Nonlinear Science and Numerical Simulation
DOI:
10.1016/j.cnsns.2015.03.022
Date:
December, 2015
File:
PDF, 975 KB
english, 2015
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