A new numerical method on American option pricing

Yonggen Gu, Jiwu Shu, Xiaotie Deng, Weimin Zheng. A new numerical method on American option pricing. Science in China Series F: Information Sciences, 45(3):181-188, 2002. [doi]

Authors

Yonggen Gu

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Jiwu Shu

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Xiaotie Deng

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Weimin Zheng

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