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