Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1
Chinese Journal of Engineering Mathematics
A New Efficient Numerical Method for Pricing American Options on Zero-coupon Bonds
GAN Xiaoting, YI Hua
Chinese Journal of Engineering Mathematics . 2021, (6): 879 -900 .  DOI: 10.3969/j.issn.1005-3085.2021.06.010