A numerical study of the utility-indifference approach for pricing American options

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Publication:2194809

DOI10.1016/j.camwa.2020.05.007zbMath1448.91326OpenAlexW3031661507MaRDI QIDQ2194809

Dong Yan, Xiaoping Lu, Song-Ping Zhu

Publication date: 7 September 2020

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

Full work available at URL: https://doi.org/10.1016/j.camwa.2020.05.007




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