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Song Haiming
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博士

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Home > Scientific Research > Paper Publications

A fast numerical method for the valuation of American lookback put options

Date of Publication:2015-10-01 Hits:

Indexed by:THESISTYPE_ID078007
First Author:Song Haiming
Correspondence Author:Zhang Ran
All the Authors:Song Haiming; Zhang Qi; Zhang Ran
Date of Publication:2015-10-01
Journal:Commun Nonlinear Sci Numer Simul
Volume:27
Issue:1-3
Page Number: 302–313.
Translation or Not:no

Attachments:

Pre One:Front-fixing FEMs for the pricing of American options based on a PML technique

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

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