A Novel Numerical Approach of Computing American Option

Jiwu Shu, Yonggen Gu, Weimin Zheng. A Novel Numerical Approach of Computing American Option. Int. J. Found. Comput. Sci., 13(5):685-693, 2002. [doi]

Authors

Jiwu Shu

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Yonggen Gu

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Weimin Zheng

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