A FAST, STABLE AND ACCURATE NUMERICAL METHOD FOR THE BLACK–SCHOLES EQUATION OF AMERICAN OPTIONS

By Matthias Ehrhardt, Ronald E. Mickens. 2008

52 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/581b3ae189888cc7b6fc3871143f0731ab582b7e