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Song Haiming
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博士

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Home > Scientific Research > Paper Publications

Primal-dual active set method for American lookback put option pricing

Date of Publication:2017-09-01 Hits:

Indexed by:THESISTYPE_ID078007
First Author:Song Haiming
Correspondence Author:Zhang Kai
All the Authors:Song Haiming; Wang Xiaoshen; Zhang Kai; Zhang Qi
Date of Publication:2017-09-01
Journal:East Asian J Appl Math
Discipline:理学
Volume:7
Issue:3
Page Number: 603-614.
First-Level Discipline:数学
Translation or Not:no

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Pre One:Finite element method for valuation of American lookback options

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