Optimal Convergence Rate of the Binomial Tree Scheme for American Options with Jump Diffusion and Their Free Boundaries (Q3402359): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
(5 intermediate revisions by 4 users not shown) | |||
Property / author | |||
Property / author: Li-Shang Jiang / rank | |||
Property / author | |||
Property / author: Li-Shang Jiang / rank | |||
Normal rank | |||
Property / Wikidata QID | |||
Property / Wikidata QID: Q116009517 / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1137/090746239 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2080286280 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 20:36, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal Convergence Rate of the Binomial Tree Scheme for American Options with Jump Diffusion and Their Free Boundaries |
scientific article |
Statements
Optimal Convergence Rate of the Binomial Tree Scheme for American Options with Jump Diffusion and Their Free Boundaries (English)
0 references
3 February 2010
0 references
convergence rate
0 references
jump diffusion
0 references
explicit difference scheme
0 references
American options
0 references
free boundary
0 references
binomial tree method
0 references