An Operator Splitting Method for Pricing American Options
2016 ◽
Vol 56
(4)
◽
pp. 1401-1423
◽
Radial-basis-function-based finite difference operator splitting method for pricing American options
2017 ◽
Vol 95
(11)
◽
pp. 2343-2359
◽
2019 ◽
Vol 77
(8)
◽
pp. 2130-2144
◽
Keyword(s):
2010 ◽
Vol 36
(9)
◽
pp. 1232-1238
◽
2004 ◽
Vol 152
(3)
◽
pp. 799-806
◽
2021 ◽
Vol 190
(3)
◽
pp. 779-810