On various quantitative approaches for pricing American options

Citation

• Zhu, S. (2011). On various quantitative approaches for pricing American options. New Mathematics and Natural Computation, 7 (2), 313-332.

Digital Object Identifier (doi)

• 10.1142/S1793005711001950

Web Of Science Accession Number

• WOS:000216833500008

Ro Metadata Url

• http://ro.uow.edu.au/infopapers/1938

Number Of Pages

• 19

Start Page

• 313

End Page

• 332

Volume

• 7

Issue

• 2

Abstract

Authors

•   Zhu , Song-Ping

Publication Date

• 2011

Has Subject Area

• 010205 - FINANCIAL MATHEMATICS

Published In

• New Mathematics and Natural Computation  Journal

Citation

• Zhu, S. (2011). On various quantitative approaches for pricing American options. New Mathematics and Natural Computation, 7 (2), 313-332.

Digital Object Identifier (doi)

• 10.1142/S1793005711001950

Web Of Science Accession Number

• WOS:000216833500008

Ro Metadata Url

• http://ro.uow.edu.au/infopapers/1938

Number Of Pages

• 19

Start Page

• 313

End Page

• 332

Volume

• 7

Issue

• 2