"A Fast Numerical Method for the Black-Scholes Equation of American Options."

Houde Han, Xiaonan Wu (2003)

> Home

Details and statistics

DOI: 10.1137/S0036142901390238

access: closed

type: Journal Article

metadata version: 2020-05-11

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamnum/HanW03
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamnum/HanW03
Houde Han, Xiaonan Wu:
A Fast Numerical Method for the Black-Scholes Equation of American Options. SIAM J. Numer. Anal. 41(6): 2081-2095 (2003)

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.