A Simple Numerical Method for Pricing an American Put Option

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Two Simple Numerical Methods for the Free Boundary in One-Phase Stefan Problem Accuracy, Robustness, and Efficiency of the Linear Boundary Condition for the Black-Scholes Equations

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Q59052291-93E9A652-47EB-4F46-A4D5-9FF1F46DCCE3 Q59105845-F4337352-048F-4F92-A7CB-0B3427D519F4

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A Simple Numerical Method for Pricing an American Put Option

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wetenschappelijk artikel

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наукова стаття, опублікована у 2013

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A Simple Numerical Method for Pricing an American Put Option

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A Simple Numerical Method for Pricing an American Put Option

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A Simple Numerical Method for Pricing an American Put Option

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A Simple Numerical Method for Pricing an American Put Option

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A Simple Numerical Method for Pricing an American Put Option

@en

A Simple Numerical Method for Pricing an American Put Option

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P1476

A Simple Numerical Method for Pricing an American Put Option

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P2093

Beom Jin Kim

http://www.w3.org/2001/XMLSchema#string

Hi Jun Choe

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Yong-Ki Ma

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P2860

The pricing of options and corporate liabilities

Theory of Rational Option Pricing

Option pricing: A simplified approach

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1-7

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P31

scholarly article

P356

10.1155/2013/128025

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P478

2013

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2013-01-01T00:00:00Z

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A Simple Numerical Method for Pricing an American Put Option

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P2860

P2860

A Simple Numerical Method for Pricing an American Put Option

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P1433

P1476

P2093

P2860

P304

P31

P356

P478

P577

P356

P1433

P1476

P2093

P2860

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P356

P478

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