Hybrid Laplace transform and finite difference methods for pricing American options under complex models

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Publication:1704172

DOI10.1016/j.camwa.2017.04.018zbMath1408.91235OpenAlexW2640165762MaRDI QIDQ1704172

Jingtang Ma, Zhiqiang Zhou, Zhen-Yu Cui

Publication date: 9 March 2018

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2017.04.018




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