A NOVEL NUMERICAL APPROACH OF COMPUTING AMERICAN OPTION (Q3021980): Difference between revisions
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Latest revision as of 12:46, 10 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NOVEL NUMERICAL APPROACH OF COMPUTING AMERICAN OPTION |
scientific article |
Statements
A NOVEL NUMERICAL APPROACH OF COMPUTING AMERICAN OPTION (English)
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22 June 2005
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American option
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Black-Scholes equation
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free boundary
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analytical method of lines
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finite difference method
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