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Abstract and Applied Analysis
Volume 2014 (2014), Article ID 146745, 9 pages
http://dx.doi.org/10.1155/2014/146745
Research Article

Solving American Option Pricing Models by the Front Fixing Method: Numerical Analysis and Computing

Instituto de Matemática Multidisciplinar, Universitat Politécnica de València, Camino, de Vera s/n, 46022 Valencia, Spain

Received 12 December 2013; Revised 3 April 2014; Accepted 6 April 2014; Published 28 April 2014

Academic Editor: Carlos Vazquez

Copyright © 2014 R. Company et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

R. Company, V. N. Egorova, and L. Jódar, “Solving American Option Pricing Models by the Front Fixing Method: Numerical Analysis and Computing,” Abstract and Applied Analysis, vol. 2014, Article ID 146745, 9 pages, 2014. doi:10.1155/2014/146745