default search action
"A Second-Order Tridiagonal Method for American Options under ..."
YongHoon Kwon, Younhee Lee (2011)
- YongHoon Kwon, Younhee Lee:
A Second-Order Tridiagonal Method for American Options under Jump-Diffusion Models. SIAM J. Sci. Comput. 33(4): 1860-1872 (2011)
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.