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IMA journal of management mathematics
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The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches
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Solving non-linear optimization problems by a trajectory approach
Drezner, Zvi
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Miklas-Kalczynska, Malgorzata
- In:
IMA journal of management mathematics
35
(
2024
)
3
,
pp. 537-555
Persistent link: https://www.econbiz.de/10014634216
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A generalized approach for pricing American options under a regime-switching model
Zheng, Yawen
;
Zhu, Song-Ping
- In:
IMA journal of management mathematics
36
(
2025
)
3
,
pp. 427-450
Persistent link: https://www.econbiz.de/10015423319
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