A sliced-finite difference method for the American option
| Year of publication: |
2005
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|---|---|
| Authors: | Shu, Jiwu ; Gu, Yonggeng ; Deng, Xiaotie ; Zheng, Weimin |
| Published in: |
IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development. - Philadelphia, Pa : Taylor & Francis, ISSN 0569-5554, ZDB-ID 2460191. - Vol. 37.2005, 10, p. 939-944
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