Valuation of the American put option as a free boundary problem through a high-order difference scheme
DOI10.1515/IJNSNS-2020-0252OpenAlexW3216163864MaRDI QIDQ2698660FDOQ2698660
Authors: 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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