An implicit scheme for American put options (Q6057151): Difference between revisions

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Latest revision as of 08:24, 3 August 2024

scientific article; zbMATH DE number 7754878
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English
An implicit scheme for American put options
scientific article; zbMATH DE number 7754878

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    An implicit scheme for American put options (English)
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    25 October 2023
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    American put options
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    implicit finite difference methods
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    parabolic variational inequalities
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    free boundary problems
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