A Fast Numerical Method for the Black--Scholes Equation of American Options (Q4443682): Difference between revisions
From MaRDI portal
Created a new Item |
Created claim: Wikidata QID (P12): Q57692558, #quickstatements; #temporary_batch_1712261475387 |
||
(4 intermediate revisions by 3 users not shown) | |||
Property / author | |||
Property / author: Xiao-Nan Wu / rank | |||
Property / author | |||
Property / author: Xiao-Nan Wu / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / Wikidata QID | |||
Property / Wikidata QID: Q57692558 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 23:30, 4 April 2024
scientific article; zbMATH DE number 2027826
Language | Label | Description | Also known as |
---|---|---|---|
English | A Fast Numerical Method for the Black--Scholes Equation of American Options |
scientific article; zbMATH DE number 2027826 |
Statements
A Fast Numerical Method for the Black--Scholes Equation of American Options (English)
0 references
18 January 2004
0 references
American option
0 references
free boundary
0 references
artificial boundary condition
0 references
finite difference method
0 references