Convergence property of an interior penalty approach to pricing American option (Q549902): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
m rollbackEdits.php mass rollback Tag: Rollback |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.3934/jimo.2011.7.435 / rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2324428025 / rank | |||
Revision as of 17:35, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence property of an interior penalty approach to pricing American option |
scientific article |
Statements
Convergence property of an interior penalty approach to pricing American option (English)
0 references
19 July 2011
0 references
complementarity problem
0 references
variational inequalities
0 references
option pricing
0 references
penalty method
0 references
