"A new numerical method on American option pricing."

Yonggen Gu et al. (2002)

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DOI: 10.1360/02YF9016

access: closed

type: Journal Article

metadata version: 2020-05-18

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Yonggen Gu, Jiwu Shu, Xiaotie Deng, Weimin Zheng:
A new numerical method on American option pricing. Sci. China Ser. F Inf. Sci. 45(3): 181-188 (2002)

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