A new numerical method on American option pricing.
https://doi.org/10.1360/02yf9016
@article{DBLP:journals/chinaf/GuSDZ02,
author = {Yonggen Gu and
Jiwu Shu and
Xiaotie Deng and
Weimin Zheng},
title = {A new numerical method on American option pricing},
journal = {Sci. China Ser. {F} Inf. Sci.},
volume = {45},
number = {3},
pages = {181--188},
year = {2002},
url = {https://doi.org/10.1360/02yf9016},
doi = {10.1360/02yf9016},
timestamp = {Mon, 18 May 2020 17:44:09 +0200},
biburl = {https://dblp.org/rec/journals/chinaf/GuSDZ02.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
本页面没有标签