Algorithms of Finite Difference for Pricing American...

Algorithms of Finite Difference for Pricing American Options under Fractional Diffusion Models

Xi, Jun, Chen, Yanqing, Cao, Jianwen
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Volume:
2014
Year:
2014
Language:
english
Journal:
Mathematical Problems in Engineering
DOI:
10.1155/2014/364868
File:
PDF, 302 KB
english, 2014
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