"Application of the Singularity-Separating Method to American Exotic Option ..."

You-lan Zhu et al. (2003)

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DOI: 10.1023/A:1022835722199

access: closed

type: Journal Article

metadata version: 2017-05-28

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You-lan Zhu, Bin-mu Chen, Hongliang Ren, Hanping Xu:
Application of the Singularity-Separating Method to American Exotic Option Pricing. Adv. Comput. Math. 19(1-3): 147-158 (2003)

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