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A Simple Iterative Method for the Valuation of American Options

Title
A Simple Iterative Method for the Valuation of American Options
Authors
장봉규김인준김경태
POSTECH Authors
장봉규
Date Issued
30-Aug-2010
Publisher
PMI of POSTECH
URI
http://oasis.postech.ac.kr/handle/2014.oak/59851
Article Type
Conference
Citation
2010 International Workshop on Recent Trends in Learning, Computation, and Finance, 2010-08-30
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장봉규JANG, BONG GYU
Dept of Industrial & Management Enginrg
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