A semilinear Black and Scholes partial differential equation for valuing American options
1997 ◽
Vol 30
(8)
◽
pp. 5059-5070
◽
2007 ◽
Vol 11
(4)
◽
pp. 344-350
◽
2007 ◽
Vol 10
(7)
◽
pp. 657-676
◽
2011 ◽
Vol 31
(3)
◽
pp. 753-756
◽
2010 ◽
Vol 12
(2)
◽
pp. 125-131
2000 ◽
Vol 42
(3-4)
◽
pp. 417-422
◽
2019 ◽
Vol 677
◽
pp. 052066