A predictor-corrector approach for pricing American options under the finite moment log-stable model

By Wenting Chen, Xiang Xu, Song‐Ping Zhu. 2015

52 citations recorded by the source corpus.

Subfields: Finance, Modeling and Simulation, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/dfdaab1de9388836111669a907b461a1a85a6f78