A Second-Order Difference Scheme for the Penalized Black–Scholes Equation Governing American Put Option Pricing
| Year of publication: |
2012
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|---|---|
| Authors: | Cen, Zhongdi ; Le, Anbo ; Xu, Aimin |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 40.2012, 1, p. 49-63
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