An approximate moving boundary method for American option pricing
Chockalingam, Arun, Muthuraman, KumarТом:
240
Мова:
english
Журнал:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2014.07.031
Date:
January, 2015
Файл:
PDF, 554 KB
english, 2015