"Moving boundary transformation for American call options with transaction ..."

Vera N. Egorova et al. (2017)

> Home

Details and statistics

DOI: 10.1080/00207160.2015.1108409

access: closed

type: Journal Article

metadata version: 2024-07-10

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/ijcm/EgorovaTLCJ17
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/ijcm/EgorovaTLCJ17
Vera N. Egorova, Shih-Hau Tan, C.-H. Lai, Rafael Company, Lucas Jódar:
Moving boundary transformation for American call options with transaction cost: finite difference methods and computing. Int. J. Comput. Math. 94(2): 345-362 (2017)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.