Finite difference methods for pricing American put option with rationality parameter: Numerical analysis and computing

  1. Company, R.
  2. Egorova, V.
  3. Jódar, L.
  4. Vázquez, C.
Journal:
Journal of Computational and Applied Mathematics

ISSN: 0377-0427

Year of publication: 2016

Volume: 304

Pages: 1-17

Type: Article

DOI: 10.1016/J.CAM.2016.03.001 GOOGLE SCHOLAR lock_openOpen access editor