Projection and Contraction Method for Pricing American Bond Options.

Autor: Zhang, Qi1 (AUTHOR) zhangqi@sut.edu.cn, Wang, Qi1 (AUTHOR) wangqi@smail.sut.edu.cn, Zuo, Ping2 (AUTHOR) pingzuo@sanyau.edu.cn, Du, Hongbo1 (AUTHOR) duhongbo@sut.edu.cn, Wu, Fangfang1 (AUTHOR) fangfangwu@sut.edu.cn
Zdroj: Mathematics (2227-7390). Nov2023, Vol. 11 Issue 22, p4689. 13p.
Databáze: Academic Search Ultimate
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