Optimal control of European double barrier basket options (Q3087040): Difference between revisions
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Revision as of 21:48, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of European double barrier basket options |
scientific article |
Statements
Optimal control of European double barrier basket options (English)
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2 August 2011
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European double barrier basket options
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multiple cash settlements
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optimal control
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Dirichlet and final time control
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Black-Scholes equation
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finite element discretization
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