Finite Difference Approximation for Pricing the American Lookback Option (Q5897157): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| 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/10.4208/jcm.2009.27.4.015 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2076865563 / rank | |||
Normal rank | |||
Revision as of 20:55, 19 March 2024
scientific article; zbMATH DE number 5670838
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite Difference Approximation for Pricing the American Lookback Option |
scientific article; zbMATH DE number 5670838 |
Statements
Finite Difference Approximation for Pricing the American Lookback Option (English)
0 references
12 February 2010
0 references
finite element
0 references
symmetric quadrature rules
0 references
cubature
0 references
triangle
0 references
tetrahedron
0 references
