Title of article :
An integral representation and computation for the solution of American options
Author/Authors :
Robert Underwood، نويسنده , , Junping Wang، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
Pages :
16
From page :
259
To page :
274
Keywords :
Option=derivative pricing , Free boundary value problems , Iterative methods
Journal title :
Nonlinear Analysis: Real World Applications
Serial Year :
2002
Journal title :
Nonlinear Analysis: Real World Applications
Record number :
292245
Link To Document :
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