Inexact arithmetic considerations for direct control and penalty methods: American options under jump diffusion (Q465077): Difference between revisions

@@ Property / author @@
-Q175883
@@ Property / author: Q175883 / rank @@
-Normal rank
@@ Property / author @@
+Peter A. I. Forsyth
@@ Property / author: Peter A. I. Forsyth / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M06
@@ Property / Mathematics Subject Classification ID: 65M06 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6362744
@@ Property / zbMATH DE Number: 6362744 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+American options
@@ Property / zbMATH Keywords: American options / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+jump diffusion
@@ Property / zbMATH Keywords: jump diffusion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+inexact arithmetic
@@ Property / zbMATH Keywords: inexact arithmetic / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.apnum.2013.02.007
+Normal rank
@@ Property / OpenAlex ID @@
+W1976472503
@@ Property / OpenAlex ID: W1976472503 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:465077