Direct computation for American put option and free boundary using finite difference method
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概要
- 論文の詳細を見る
- 2013-02-01
著者
-
Kim Beom
Department Of Chemical Engineering Konyang University
-
Choe Hi
Department Of Mathematics Kaist
-
AHN Cheonghee
Department of Financial Engineering, Ajou University
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- Direct computation for American put option and free boundary using finite difference method