Constructing positive reliable numerical solution for American call options: a new front-fixing approach (Q491062): Difference between revisions

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Latest revision as of 19:16, 9 December 2024

scientific article
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English
Constructing positive reliable numerical solution for American call options: a new front-fixing approach
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    Constructing positive reliable numerical solution for American call options: a new front-fixing approach (English)
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    24 August 2015
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    American call option pricing
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    finite difference scheme
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    front-fixing transformation
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    numerical analysis
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    positivity
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