Differential quadrature method for pricing American options
Author:
Publisher
Wiley
Subject
Applied Mathematics,Computational Mathematics,Numerical Analysis,Analysis
Reference23 articles.
1. The Pricing of Options and Corporate Liabilities
2. Derivatives?The Theory and Practice of Financial Engineering, John Wiley & Sons Ltd., England, 1998.
3. A parity result for American options
4. Theory of Rational Option Pricing
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