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
Keywords :
Option=derivative pricing , Free boundary value problems , Iterative methods
Journal title :
Nonlinear Analysis: Real World Applications
Journal title :
Nonlinear Analysis: Real World Applications