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

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Revision as of 16:01, 10 July 2024

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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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