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• Spread Option Pricing Using ADI Methods

  Vida Heidarpour-Dehkordi, Christina C. Christara

  2018-08-15

  29408 2521 Pages:353-369

• The Regularization Method for a Degenerate Parabolic Variational Inequality Arising from American Option Valuation

  G. Wang & X. Yang

  2008-05-01

  31024 2483 Pages:222-238

• A Front-Fixing Finite Element Method for the Valuation of American Put Options on Zero-Coupon Bonds

  A. D. Holmes, H. Yang

  2012-09-01

  32671 2537 Pages:777-792

• American Put Options on Zero-Coupon Bonds and a Parabolic Free Boundary Problem

  Hongtao Yang

  2004-01-01

  31165 2544 Pages:203-215

• Sixth-Order Compact Differencing with Staggered Boundary Schemes and 3(2) Bogacki-Shampine Pairs for Pricing Free-Boundary Options

  Chinonso Nwankwo, Weizhong Dai

  2024-10-09

  13874 1061 Pages:793-821