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Efremov, Aleksandr Aleksandrovich
Engineer
Institute of Computational Modelling SB RAS
http://icm.krasn.ru
Russia, 660036, Krasnoyarsk, Akademgorodok, 50, bil. 44
Phone: +7(391-2) 43-27-56, Fax: +7(391-2) 90-74-76
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Efremov A.A.
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Shaydurov V.V.
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Numerical approximation of american option model by using semi-Lagrangian approach
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Institute of Computational Modelling SB RAS (Krasnoyarsk), Russia
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