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"Operator splitting methods for American option pricing."

Samuli Ikonen, Jari Toivanen (2004)

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DOI: 10.1016/J.AML.2004.06.010

access: closed

type: Journal Article

metadata version: 2017-05-26

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  - journals/appml/IkonenT04
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  - https://dblp.org/rec/journals/appml/IkonenT04
Samuli Ikonen, Jari Toivanen:
Operator splitting methods for American option pricing. Appl. Math. Lett. 17(7): 809-814 (2004)

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