Quadratic Convergence for Valuing American Options Using a Penalty Method (Q2780619): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Added link to MaRDI item.
links / mardi / namelinks / mardi / name
 

Revision as of 15:15, 3 February 2024

scientific article
Language Label Description Also known as
English
Quadratic Convergence for Valuing American Options Using a Penalty Method
scientific article

    Statements

    Quadratic Convergence for Valuing American Options Using a Penalty Method (English)
    0 references
    0 references
    0 references
    15 April 2002
    0 references
    American option
    0 references
    penalty iteration
    0 references
    linear complementarity
    0 references

    Identifiers