An implicit scheme for American put options (Q6057151): Difference between revisions
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Revision as of 10:19, 30 July 2024
scientific article; zbMATH DE number 7754878
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An implicit scheme for American put options |
scientific article; zbMATH DE number 7754878 |
Statements
An implicit scheme for American put options (English)
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25 October 2023
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American put options
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implicit finite difference methods
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parabolic variational inequalities
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free boundary problems
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