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Finite-Difference Bisection Algorithms for Free Boundaries of American Options KCI
- Title
- Finite-Difference Bisection Algorithms for Free Boundaries of American Options
- Authors
- Taekkeun Kim; Yonghoon Kwon
- Date Issued
- 2015-03
- Publisher
- KSIAM
- ISSN
- 1226-9433
- Article Type
- Article
- Citation
- Journal of the Korean Society for Industrial and Applied Mathematics, vol. 19, no. 1, 2015-03
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Related Researcher
- 권용훈KWON, YONGHOON
- Dept of Mathematics