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
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