An adaptive and explicit fourth order Runge–Kutta–Fehlberg method coupled with compact finite differencing for pricing American put options
Crossref DOI link: https://doi.org/10.1007/s13160-021-00470-2
Published Online: 2021-06-12
Published Print: 2021-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Nwankwo, Chinonso https://orcid.org/0000-0001-5526-1337
Dai, Weizhong
Text and Data Mining valid from 2021-06-12
Version of Record valid from 2021-06-12
Article History
Received: 20 November 2020
Revised: 13 March 2021
Accepted: 24 April 2021
First Online: 12 June 2021