Pricing of American options, using the Brennan–Schwartz algorithm based on finite elements

URI
Version
Published
Date Issued
2018
Author(s)
Madi, Sofiane
Bouras, Mohamed Cherif
Haiour, Mohamed
Type
Article
Language
English
DOI
Publisher DOI
Journal or Serie
Applied Mathematics and Computation
ISSN
0096-3003
Organization
Volume
339
Publisher
Elsevier
Submitter
ServiceAccount
Citation apa
Madi, S., Bouras, M. C., Haiour, M., & Stahel, A. (2018). Pricing of American options, using the Brennan–Schwartz  algorithm based on finite elements. In Applied Mathematics and Computation (Vol. 339, pp. 846–852). Elsevier. https://doi.org/10.24451/arbor.6773
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