A new predictor-corrector scheme for valuing American puts (Q620987): Difference between revisions
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Revision as of 23:20, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new predictor-corrector scheme for valuing American puts |
scientific article |
Statements
A new predictor-corrector scheme for valuing American puts (English)
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2 February 2011
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American put options
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predictor-corrector
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finite difference method
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free boundary problem
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