✦ LIBER ✦
A linearly implicit predictor–corrector scheme for pricing American options using a penalty method approach
✍ Scribed by A.Q.M. Khaliq; D.A. Voss; S.H.K. Kazmi
- Book ID
- 116614654
- Publisher
- Elsevier Science
- Year
- 2006
- Tongue
- English
- Weight
- 278 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0378-4266
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