"Front-Tracking Finite Difference Methods for the American Option Valua" by K. N. Pantazopoulos, S. Zhang et al.

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Department of Computer Science Technical Reports

Front-Tracking Finite Difference Methods for the American Option Valuation Problem

K. N. Pantazopoulos
S. Zhang
Elias N. Houstis, Purdue UniversityFollow

Date of this Version

1996

Tech Report Number

96-033

Number of Pages

15

Included in

Computer Sciences Commons

COinS