ON VARIOUS QUANTITATIVE APPROACHES FOR PRICING AMERICAN OPTIONS
Year of publication: |
2011
|
---|---|
Authors: | ZHU, SONG-PING |
Published in: |
New Mathematics and Natural Computation (NMNC). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-7027. - Vol. 07.2011, 02, p. 313-332
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | American options | free boundary problems | Quantitative valuation approaches |
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