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"Generalized trapezoidal formulas for valuing American options."

M. M. Chawla, Mansour Al-Zanaidi, David J. Evans (2004)

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DOI: 10.1080/00207160410001661672

access: closed

type: Journal Article

metadata version: 2018-03-13

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  - journals/ijcm/ChawlaAE04
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M. M. Chawla, Mansour Al-Zanaidi, David J. Evans:
Generalized trapezoidal formulas for valuing American options. Int. J. Comput. Math. 81(3): 375-381 (2004)

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