Title of article :
A linearly implicit predictor–corrector scheme for pricing American options using a penalty method approach
Author/Authors :
A.Q.M. Khaliq، نويسنده , , D.A. Voss، نويسنده , , S.H.K. Kazmi، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Pages :
14
From page :
489
To page :
502
Keywords :
Black–Scholes equation , American Options , Penalty method , method of lines , Predictor–corrector methods
Journal title :
Journal of Banking and Finance
Serial Year :
2005
Journal title :
Journal of Banking and Finance
Record number :
193831
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=193831
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