Finite-Difference Bisection Algorithm for Free Boundaries of American Call and Put Options
- Title
- Finite-Difference Bisection Algorithm for Free Boundaries of American Call and Put Options
- Authors
- 권용훈
- Date Issued
- 2003-02-01
- URI
- https://oasis.postech.ac.kr/handle/2014.oak/51156
- Article Type
- Conference
- Citation
- Peking University, page. 10 - 10, 2003-02-01
- Files in This Item:
- There are no files associated with this item.
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