✦ LIBER ✦
A Robust Numerical Scheme For Pricing American Options Under Regime Switching Based On Penalty Method
✍ Scribed by Zhang, K.; Teo, K. L.; Swartz, M.
- Book ID
- 121739129
- Publisher
- Springer US
- Year
- 2013
- Tongue
- English
- Weight
- 291 KB
- Volume
- 43
- Category
- Article
- ISSN
- 1572-9974
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