An inverse finite element method for pricing American options (Q315621): Difference between revisions
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Latest revision as of 20:27, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An inverse finite element method for pricing American options |
scientific article |
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An inverse finite element method for pricing American options (English)
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22 September 2016
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inverse finite elements
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convergence analysis
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American options
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Black-Scholes model
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