A robust nonstandard finite difference scheme for pricing real estate index options (Q4963880): Difference between revisions
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Revision as of 08:45, 8 February 2024
scientific article; zbMATH DE number 7314943
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust nonstandard finite difference scheme for pricing real estate index options |
scientific article; zbMATH DE number 7314943 |
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A robust nonstandard finite difference scheme for pricing real estate index options (English)
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24 February 2021
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computational finance
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option pricing
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real estate index options
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spline interpolation
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finite difference methods
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