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"Valuation of American options by the gradient projection method."

Changhyun Kwon, Terry L. Friesz (2008)

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DOI: 10.1016/J.AMC.2008.09.024

access: closed

type: Journal Article

metadata version: 2020-02-21

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  - https://dblp.org/rec/journals/amc/KwonF08
Changhyun Kwon, Terry L. Friesz:
Valuation of American options by the gradient projection method. Appl. Math. Comput. 206(1): 380-388 (2008)

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