A FINITE VOLUME ELEMENT METHOD FOR AMERICAN OPTION

LI Zhiguang ,KANG Shugui

Journal of Systems Science and Mathematical Sciences ›› 2012, Vol. 32 ›› Issue (9) : 1092-1108.

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Journal of Systems Science and Mathematical Sciences ›› 2012, Vol. 32 ›› Issue (9) : 1092-1108. DOI: 10.12341/jssms11982

A FINITE VOLUME ELEMENT METHOD FOR AMERICAN OPTION

  • LI Zhiguang ,KANG Shugui
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2012, 32(9): 1092-1108 https://doi.org/10.12341/jssms11982

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