宋海明 Paper Publications Projection and contraction method for the valuation of American options

Song Haiming

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Home > Scientific Research > Paper Publications

Projection and contraction method for the valuation of American options

Date of Publication:2015-02-01 Hits:

Indexed by:THESISTYPE_ID078007
First Author:Song Haiming
Correspondence Author:Zhang Ran
All the Authors:Song Haiming; Zhang Ran
Date of Publication:2015-02-01
Journal:East Asian J Appl Math
Volume:5
Issue:1
Page Number: 48–60.
Translation or Not:no

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Projection and Contraction Method for the Valuation of American Options.pdf

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Projection and contraction method for the valuation of American options

Projection and Contraction Method for the Valuation of American Options.pdf