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An inverse finite element method for pricing American options

Journal Article


Abstract


Publication Date


  • 2013

Citation


  • Zhu, S. & Chen, W. (2013). An inverse finite element method for pricing American options. Journal of Economic Dynamics and Control, 37 (1), 231-250.

Scopus Eid


  • 2-s2.0-84868356421

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/2292

Has Global Citation Frequency


Number Of Pages


  • 19

Start Page


  • 231

End Page


  • 250

Volume


  • 37

Issue


  • 1

Place Of Publication


  • Netherlands

Abstract


Publication Date


  • 2013

Citation


  • Zhu, S. & Chen, W. (2013). An inverse finite element method for pricing American options. Journal of Economic Dynamics and Control, 37 (1), 231-250.

Scopus Eid


  • 2-s2.0-84868356421

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/2292

Has Global Citation Frequency


Number Of Pages


  • 19

Start Page


  • 231

End Page


  • 250

Volume


  • 37

Issue


  • 1

Place Of Publication


  • Netherlands