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广东工业大学自动化学院国际贸易实务电子课件Unit 8 Pricing。
广东工业大学经济与贸易学院国际贸易实务英文课件Unit8 Pricing。
On the Use of Policy Iteration as an Easy Way of Pricing American Options
Policy Iteration Pricing American Options
2011/1/4
When using finite differences or finite elements for American option pricing, one usually has to solve what is known as a discrete linear complementarity problem (LCP). Widely used methods for solving...