宋海明 Paper Publications Front-fixing FEMs for the pricing of American options based on a PML technique

Song Haiming

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Home > Scientific Research > Paper Publications

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

Date of Publication:2015-05-01 Hits:

Indexed by:THESISTYPE_ID078007
First Author:Zhang Kai
Correspondence Author:Li Jingzhi
All the Authors:Zhang Kai; Song Haiming; Li Jingzhi
Date of Publication:2015-05-01
Journal:Appl Anal
Volume:94
Issue:5
Page Number: 903–931.
Translation or Not:no

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Front-fixing FEMS for the pricing of American options based on a PML technique.pdf

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

Front-fixing FEMS for the pricing of American options based on a PML technique.pdf