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"An efficient finite element method for pricing American multi-asset put ..."

Ran Zhang, Qi Zhang, Haiming Song (2015)

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DOI: 10.1016/J.CNSNS.2015.03.022

access: closed

type: Journal Article

metadata version: 2020-07-21

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Ran Zhang, Qi Zhang, Haiming Song:
An efficient finite element method for pricing American multi-asset put options. Commun. Nonlinear Sci. Numer. Simul. 29(Issues): 25-36 (2015)

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