A Fast Numerical Method for the Black--Scholes Equation of American Options (Q4443682): Difference between revisions

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Latest revision as of 01:57, 14 November 2024

scientific article; zbMATH DE number 2027826
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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)
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    18 January 2004
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    American option
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    free boundary
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    artificial boundary condition
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    finite difference method
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