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A new predictor-corrector scheme for valuing American puts

Journal Article


Abstract


Publication Date


  • 2011

Citation


  • Zhu, S. & Zhang, J. (2011). A new predictor-corrector scheme for valuing American puts. Applied Mathematics and Computation, 217 (9), 4439-4452.

Scopus Eid


  • 2-s2.0-78650178826

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/2608

Has Global Citation Frequency


Number Of Pages


  • 13

Start Page


  • 4439

End Page


  • 4452

Volume


  • 217

Issue


  • 9

Abstract


Publication Date


  • 2011

Citation


  • Zhu, S. & Zhang, J. (2011). A new predictor-corrector scheme for valuing American puts. Applied Mathematics and Computation, 217 (9), 4439-4452.

Scopus Eid


  • 2-s2.0-78650178826

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/2608

Has Global Citation Frequency


Number Of Pages


  • 13

Start Page


  • 4439

End Page


  • 4452

Volume


  • 217

Issue


  • 9