A New Howard–Crandall–Douglas Algorithm for the American Option Problem in Computational Finance
Crossref DOI link: https://doi.org/10.1007/978-981-10-8055-5_13
Published Online: 2018-07-04
Published Print: 2019
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Thakoor, Nawdha
Kumar Behera, Dhiren
Tangman, Désiré Yannick
Bhuruth, Muddun
License valid from 2018-07-04
Text and Data Mining valid from 2018-07-04
Chapter History
First Online: 4 July 2018