Stability and Error Analysis of Operator Splitting Methods for American Options Under the Black–Scholes Model
- Award ID(s):
- 1720440
- PAR ID:
- 10167177
- Date Published:
- Journal Name:
- Journal of Scientific Computing
- Volume:
- 82
- Issue:
- 2
- ISSN:
- 0885-7474
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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