Finite difference approach to penalty methods for pricing two-factor American put option

// <I>AMEE 2018<D> : Proceedings of the 44rd International conference "Applications of mathematics in engineering and economics 2018", Sozopol, 8-13 june 2018, Ser. AIP conf. proc., 2048, 2018, Art. № 030001, DOI: 10.1063/1.5082059.

M. N. Koleva

Finite difference approach to penalty methods for pricing two-factor American put option

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Пор.№: 4385

ISBN: 978-073541774-8 ; ISSN 0094-243X ; eISSN 1551-7616
Отрасъл: Художествена литература
Забележка: SJR - 0.189/2021, SCImago Journal and Country Rank
Системен №: 22529
Допълнителна сигнатура: F 54

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APA Chicago / Turabian (16th edition) Harvard MLA (7th edition)

Koleva, M. Finite difference approach to penalty methods for pricing two-factor American put option, , , 978-073541774-8 ; ISSN 0094-243X ; eISSN 1551-7616.

Koleva, M. . Finite difference approach to penalty methods for pricing two-factor American put option. : , , 978-073541774-8 ; ISSN 0094-243X ; eISSN 1551-7616.

Koleva, M. () Finite difference approach to penalty methods for pricing two-factor American put option, : , 978-073541774-8 ; ISSN 0094-243X ; eISSN 1551-7616

Koleva, M. (). Finite difference approach to penalty methods for pricing two-factor American put option. // <I>AMEE 2018<D> : Proceedings of the 44rd International conference "Applications of mathematics in engineering and economics 2018", Sozopol, 8-13 june 2018, Ser. AIP conf. proc., 2048, 2018, Art. № 030001, DOI: 10.1063/1.5082059.. (4385),

Finite difference approach to penalty methods for pricing two-factor American put option

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Допълнителна информация

Действия