宋海明 Paper Publications An efficient finite element method for pricing American multi-asset put options

Song Haiming

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Home > Scientific Research > Paper Publications

An efficient finite element method for pricing American multi-asset put options

Date of Publication:2015-12-01 Hits:

Indexed by:THESISTYPE_ID078007
First Author:Zhang Ran
Correspondence Author:Zhang Ran
All the Authors:Zhang Ran; Zhang Qi; Song Haiming
Date of Publication:2015-12-01
Journal:Commun Nonlinear Sci Numer Simul
Volume:29
Issue:1-3
Page Number: 25–36.
Translation or Not:no

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An efficient finite element method for pricing American multi-asset put options

An efficient finite element method for pricing American multi-asset put options.pdf