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題名 | A Method-of-lines Approach for Solving American Option Problems= |
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作者 | Horng, Min-sun; Horng, Tzyy-leng; Tien, Chih-yuan; |
期刊 | Taiwanese Journal of Mathematics |
出版日期 | 20191000 |
卷期 | 23:5 2019.10[民108.10] |
頁次 | 頁1253-1270 |
分類號 | 319.9 |
語文 | eng |
關鍵詞 | American option; Method of lines; Finite difference method; American strangle option; Two-factor American basket put option; Callable and putable convertible bond; |