"A numerical study of the utility-indifference approach for pricing ..."

Dong Yan, Song-Ping Zhu, Xiaoping Lu (2020)

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DOI: 10.1016/J.CAMWA.2020.05.007

access: closed

type: Journal Article

metadata version: 2023-03-21

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Dong Yan, Song-Ping Zhu, Xiaoping Lu:
A numerical study of the utility-indifference approach for pricing American options. Comput. Math. Appl. 80(5): 894-905 (2020)

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