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A Simple Iterative Method for the Valuation of American Options

Title
A Simple Iterative Method for the Valuation of American Options
Authors
장봉규김인준김경태
Date Issued
2010-08-30
Publisher
PMI of POSTECH
URI
https://oasis.postech.ac.kr/handle/2014.oak/59851
Article Type
Conference
Citation
2010 International Workshop on Recent Trends in Learning, Computation, and Finance, 2010-08-30
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장봉규JANG, BONG GYU
Dept. of Industrial & Management Eng.
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