"A new predictor-corrector scheme for valuing American puts."

Song-Ping Zhu, Jin Zhang (2011)

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DOI: 10.1016/J.AMC.2010.10.044

access: closed

type: Journal Article

metadata version: 2020-02-21

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Song-Ping Zhu, Jin Zhang:
A new predictor-corrector scheme for valuing American puts. Appl. Math. Comput. 217(9): 4439-4452 (2011)

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