A predictor–corrector approach for pricing American options...

Applied Numerical Mathematics 2015 / 11 Vol. 97

A predictor–corrector approach for pricing American options under the finite moment log-stable model

Chen, Wenting, Xu, Xiang, Zhu, Song-Ping
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Volume:
97
Language:
english
Journal:
Applied Numerical Mathematics
DOI:
10.1016/j.apnum.2015.06.004
Date:
November, 2015
File:
PDF, 503 KB
english, 2015
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