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A hybrid finite difference method for valuing American options

Conference Paper


Abstract


Publication Date


  • 2009

Citation


  • Zhu, S. & Zhang, J. (2009). A hybrid finite difference method for valuing American options. The 2009 Internatioinal Conference of Financial Engineering (pp. 1331-1336). London:

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/2609

Start Page


  • 1331

End Page


  • 1336

Place Of Publication


  • London

Abstract


Publication Date


  • 2009

Citation


  • Zhu, S. & Zhang, J. (2009). A hybrid finite difference method for valuing American options. The 2009 Internatioinal Conference of Financial Engineering (pp. 1331-1336). London:

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/2609

Start Page


  • 1331

End Page


  • 1336

Place Of Publication


  • London