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Finite Element Methods for the Price and the Free Boundary of American Call and Put Options KCI

Title
Finite Element Methods for the Price and the Free Boundary of American Call and Put Options
Authors
Sun Bu KangTaek Keun KimYong Hoon Kwon
Date Issued
2008-12
Publisher
the Korean Society for Industrial and Applied Mathematics
URI
https://oasis.postech.ac.kr/handle/2014.oak/38726
ISSN
1226-9433
Article Type
Article
Citation
JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS, vol. 12, no. 4, page. 271 - 287, 2008-12
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권용훈KWON, YONGHOON
Dept of Mathematics
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