A penalty method for a fractional order parabolic variational inequality governing American put option valuation (Q316424): Difference between revisions

@@ Property / author @@
-Songgui Wang
@@ Property / author: Songgui Wang / rank @@
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@@ Property / author @@
+Songgui Wang
@@ Property / author: Songgui Wang / rank @@
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+Q59416161
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+https://doi.org/10.1016/j.camwa.2013.10.007
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+W2058585891
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
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+Option pricing when underlying stock returns are discontinuous
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