Author:
Zhu Song-Ping,Chen Wen-Ting
Subject
Applied Mathematics,Control and Optimization,Economics and Econometrics
Reference39 articles.
1. An inverse finite element method for directly formulated free boundary problems;Alexandrou;International Journal for Numerical Methods in Engineering,1989
2. A fast and highly accurate numerical method for the valuation of American options;Allegretto;Discrete and Continuous Dynamical Systems, Series B. Applications and Algorithm,2002
3. Efficient analytical approximation of American option values;Barone-Adesi;Journal of Finance,1987
4. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973
5. The valuation of American put options;Brennan;Journal of Finance,1977
Cited by
13 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献