Finite Difference Approximation for Pricing the American Lookback Option (Q5897157): Difference between revisions

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Revision as of 20:55, 19 March 2024

scientific article; zbMATH DE number 5670838
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English
Finite Difference Approximation for Pricing the American Lookback Option
scientific article; zbMATH DE number 5670838

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    Finite Difference Approximation for Pricing the American Lookback Option (English)
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    12 February 2010
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    finite element
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    symmetric quadrature rules
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    cubature
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    triangle
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    tetrahedron
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