A semilinear Black and Scholes partial differential equation for valuing American options
| Year of publication: |
2003
|
|---|---|
| Authors: | Benth, Fred E. ; Karlsen, Kenneth H. ; Reikvam, Kristin |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 7.2003, 3, p. 277-298
|