"Pricing of American options, using the Brennan-Schwartz algorithm based on ..."

Sofiane Madi et al. (2018)

> Home

Details and statistics

DOI: 10.1016/J.AMC.2018.06.028

access: closed

type: Journal Article

metadata version: 2020-10-26

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/amc/MadiBHS18
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/amc/MadiBHS18
Sofiane Madi, Mohamed Cherif Bouras, Mohamed Haiour, Andreas Stahel:
Pricing of American options, using the Brennan-Schwartz algorithm based on finite elements. Appl. Math. Comput. 339: 846-852 (2018)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.