"A Front Fixing Implicit Finite Difference Method for the American Put ..."

Riccardo Fazio, Alessandra Insana, Alessandra Jannelli (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-04-14

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2004-03595
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2004-03595
Riccardo Fazio, Alessandra Insana, Alessandra Jannelli:
A Front Fixing Implicit Finite Difference Method for the American Put Options Model. CoRR abs/2004.03595 (2020)

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