A HODIE finite difference scheme for pricing American options

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1687-1847
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
A HODIE finite difference scheme for pricing American options ; volume:2019 ; number:1 ; day:20 ; month:2 ; year:2019 ; pages:1-17 ; date:12.2019
Advances in difference equations ; 2019, Heft 1 (20.2.2019), 1-17, 12.2019

Creator
Cen, Zhongdi
Chen, Wenting
Contributor
SpringerLink (Online service)

DOI
10.1186/s13662-018-1917-z
URN
urn:nbn:de:101:1-2019032017122485545876
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
14.08.2025, 10:53 AM CEST

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Associated

  • Cen, Zhongdi
  • Chen, Wenting
  • SpringerLink (Online service)

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