Valuation of the American put option as a free boundary problem through a high-order difference scheme

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Publication:2698660

DOI10.1515/ijnsns-2020-0252OpenAlexW3216163864MaRDI QIDQ2698660

Murat Sari, Seda Gülen

Publication date: 24 April 2023

Published in: International Journal of Nonlinear Sciences and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/ijnsns-2020-0252






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