K. N. Pantazopoulos, E. N. Houstis, and S. Kortesis, "Front-tracking finite difference methods for the valuation of American options," Computat. Econ., vol. 12, pp. 255--273, 1998. Home/Search Document Not in Database Summary Related Articles |
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Automating the Analysis of Option Pricing.. - Verykios.. (2001) (1 citation) Self-citation (Pantazopoulos Houstis) (Correct)
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K. N. Pantazopoulos, E. N. Houstis, and S. Kortesis, "Front-tracking finite difference methods for the valuation of American options," Computat. Econ., vol. 12, pp. 255--273, 1998.
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