"Finite difference methods for pricing American put option with rationality ..."

Rafael Company et al. (2016)

> Home

Details and statistics

DOI: 10.1016/J.CAM.2016.03.001

access: open

type: Journal Article

metadata version: 2021-02-16

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/jcam/CompanyEJV16
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jcam/CompanyEJV16
Rafael Company, Vera N. Egorova, Lucas Jódar, Carlos Vázquez:
Finite difference methods for pricing American put option with rationality parameter: Numerical analysis and computing. J. Comput. Appl. Math. 304: 1-17 (2016)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.