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2011 14th IEEE International Conference on Computational Science and Engineering (2011)
Dalian, Liaoning China
Aug. 24, 2011 to Aug. 26, 2011
ISBN: 978-0-7695-4477-9
pp: 221-228
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CITATION

M. Guo, S. Huang and Y. Chang, "Pricing American Options in a Jump Diffusion Model," 2011 14th IEEE International Conference on Computational Science and Engineering(CSE), Dalian, Liaoning China, 2011, pp. 221-228.
doi:10.1109/CSE.2011.48
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