Pricing American Call Options Using the Black-Scholes Equation with a Nonlinear Volatility Function

AuthID
 P-00R-RAC
3
Author(s)
Document Type
Article
Year published
2020
Published
in JOURNAL OF COMPUTATIONAL FINANCE, ISSN: 1460-1559
Volume: 23, Issue: 4, Pages: 93-113 (21)
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Wos®
Scopus®
Google Scholar®
Publication Identifiers
Scopus: 2-s2.0-85079455600
Wos: WOS:000512308200005
Source Identifiers
ISSN: 1460-1559
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