A new integral equation formulation for American put options
Year of publication: |
March 2018
|
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Authors: | Zhu, Song-Ping ; He, Xin-Jiang ; Lu, Xiaoping |
Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 3, p. 483-490
|
Subject: | Integral equation | American put options | Computational accuracy and efficiency | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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