[IEEE 2017 IEEE/SICE International Symposium on System Integration (SII) - Taipei, Taiwan (2017.12.11-2017.12.14)] 2017 IEEE/SICE International Symposium on System Integration (SII) - An forward difference method and a comparative study of the numerical methods for american put option pricing
Ding, Yuqiong, Wu, QinXin, Wang, XiongYear:
2017
Language:
english
DOI:
10.1109/SII.2017.8279190
File:
PDF, 185 KB
english, 2017