S.-H. Tan

Publication Activity (10 Years)

Years Active: 2017-2017
Publications (10 Years): 1

Top Topics

Transaction Costs

Finite Difference

Top Venues

Int. J. Comput. Math.

Publications

Vera N. Egorova, S.-H. Tan, C.-H. Lai, Rafael Company, Lucas Jódar
Moving boundary transformation for American call options with transaction cost: finite difference methods and computing. Int. J. Comput. Math. 94 (2) (2017)