A simple numerical method for pricing American power put...

Chaos, Solitons & Fractals 2020 / 10 Vol. 139

A simple numerical method for pricing American power put options

Lee, Jung-Kyung
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Volume:
139
Journal:
Chaos, Solitons & Fractals
DOI:
10.1016/j.chaos.2020.110254
Date:
October, 2020
File:
PDF, 1.23 MB
2020
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