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

@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M06
@@ Property / Mathematics Subject Classification ID: 65M06 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6475027
@@ Property / zbMATH DE Number: 6475027 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+American call option pricing
@@ Property / zbMATH Keywords: American call option pricing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+finite difference scheme
@@ Property / zbMATH Keywords: finite difference scheme / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+front-fixing transformation
@@ Property / zbMATH Keywords: front-fixing transformation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+numerical analysis
@@ Property / zbMATH Keywords: numerical analysis / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+positivity
@@ Property / zbMATH Keywords: positivity / rank @@
+Normal rank

Revision as of 21:46, 30 June 2023