A product integration method for the approximation of the...

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A product integration method for the approximation of the early exercise boundary in the American option pricing problem

Nedaiasl, Khadijeh, Bastani, Ali Foroush, Rafiee, Aysan
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Language:
english
Journal:
Mathematical Methods in the Applied Sciences
DOI:
10.1002/mma.5553
Date:
March, 2019
File:
PDF, 1.89 MB
english, 2019
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