Finite Difference Approximation for Pricing the American Lookback Option (Q5900998): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:31, 5 February 2024
scientific article; zbMATH DE number 5732337
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite Difference Approximation for Pricing the American Lookback Option |
scientific article; zbMATH DE number 5732337 |
Statements
Finite Difference Approximation for Pricing the American Lookback Option (English)
0 references
8 July 2010
0 references
Darcy-Stokes problem
0 references
finite element
0 references
uniform stability
0 references
singularly perturbation
0 references
Poisson's equation
0 references
error estimates
0 references
numerical experiments
0 references
