MODULUS-BASED SUCCESSIVE OVERRELAXATION METHOD FOR PRICING AMERICAN OPTIONS

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Publication:2855158

DOI10.14317/jami.2013.769zbMath1274.65248OpenAlexW2149108850MaRDI QIDQ2855158

Ning Zheng, Jun-Feng Yin

Publication date: 24 October 2013

Published in: Journal of applied mathematics & informatics (Search for Journal in Brave)

Full work available at URL: http://www.kcam.biz./contents/table_contents_view.php?idx=1468&Len




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