Tech Report Number
96-033
Date of this Version
5-1-1996
Recommended Citation
Pantazopoulos, K. N.; Zhang, S.; and Houstis, Elias N., "Front-Tracking Finite Difference Methods for the American Option Valuation Problem" (1996). Department of Computer Science Technical Reports. Paper 1288.
https://docs.lib.purdue.edu/cstech/1288
Number of Pages
15