High-order accurate implicit finite difference method for evaluating American options
Year of publication: |
2004
|
---|---|
Authors: | Mayo, A. |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 10.2004, 3, p. 212-237
|
Subject: | Optionspreistheorie | Option pricing theory | Finanzmathematik | Mathematical finance |
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