A New Approach for American Option Pricing: The Dynamic Chebyshev Method
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2019
ISSN: 1064-8275,1095-7197
DOI: 10.1137/18m1193001