Transformation methods for evaluating approximations to the optimal exercise boundary for linear and nonlinear Black-Scholes equations (2008)
by
Daniel Sevcovic
| Citations: | 4 - 1 self |
BibTeX
@MISC{Sevcovic08transformationmethods,
author = {Daniel Sevcovic},
title = {Transformation methods for evaluating approximations to the optimal exercise boundary for linear and nonlinear Black-Scholes equations},
year = {2008}
}
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Abstract
