An inverse finite element method for pricing American options
Year of publication: |
2013
|
---|---|
Authors: | Zhu, Song-Ping ; Chen, Wen-Ting |
Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 37.2013, 1, p. 231-250
|
Publisher: |
Elsevier |
Subject: | Inverse finite elements | Convergence analysis | American options | Black–Scholes model |
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