A product integration method for the approximation of the early exercise boundary in the American option pricing problem
Nedaiasl, Khadijeh, Bastani, Ali Foroush, Rafiee, AysanLanguage:
english
Journal:
Mathematical Methods in the Applied Sciences
DOI:
10.1002/mma.5553
Date:
March, 2019
File:
PDF, 1.89 MB
english, 2019