Li, Jingshi; Wang, Zhiyu; Zhu, Benxi; Song, Haiming A finite difference method for solving American put option under the Black-Scholes model. (Chinese. English summary) Zbl 1324.91072 J. Jilin Univ., Sci. 52, No. 5, 949-953 (2014). MSC: 91G60 91G20 60G40 65M06 PDFBibTeX XMLCite \textit{J. Li} et al., J. Jilin Univ., Sci. 52, No. 5, 949--953 (2014; Zbl 1324.91072) Full Text: DOI
Li, Geng; Zhu, Benxi; Zhang, Qi; Song, Haiming Finite difference methods for solving American lookback put options under the Black-Scholes model. (Chinese. English summary) Zbl 1313.91187 J. Jilin Univ., Sci. 52, No. 4, 698-702 (2014). MSC: 91G60 91G20 65M06 PDFBibTeX XMLCite \textit{G. Li} et al., J. Jilin Univ., Sci. 52, No. 4, 698--702 (2014; Zbl 1313.91187) Full Text: DOI