A Second-Order Difference Scheme for the Penalized Black–Scholes Equation Governing American Put Option Pricing

✍ Scribed by Zhongdi Cen, Anbo Le, Aimin Xu

• Book ID: 113064167
• Publisher: Springer US
• Year: 2011
• Tongue: English
• Weight: 814 KB
• Volume: 40
• Category: Article
• ISSN: 1572-9974
• DOI: 10.1007/s10614-011-9268-9