AIP Conference Proceedings [Author(s) INTERNATIONAL...

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AIP Conference Proceedings [Author(s) INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2015 (ICNAAM 2015) - Rhodes, Greece (22–28 September 2015)] - Front fixing finite difference schemes for American put options model

Fazio, Riccardo, Insana, Alessandra, Jannelli, Alessandra
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Volume:
1738
Year:
2016
Language:
english
DOI:
10.1063/1.4952359
File:
PDF, 646 KB
english, 2016
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