Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff (Q1770204): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 07:38, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff |
scientific article |
Statements
Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff (English)
0 references
11 April 2005
0 references
infinite element method
0 references
pricing
0 references
European barrier options
0 references
options with discontinuous payoff
0 references
