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"Howard's algorithm for high-order approximations of American options under ..."

Nawdha Thakoor et al. (2020)

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DOI: 10.1007/S41060-018-00173-X

access: closed

type: Journal Article

metadata version: 2023-06-26

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Nawdha Thakoor, Dhiren Kumar Behera, Désiré Yannick Tangman, Muddun Bhuruth:
Howard's algorithm for high-order approximations of American options under jump-diffusion models. Int. J. Data Sci. Anal. 10(2): 193-203 (2020)

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