American-type basket option pricing: a simple two-dimensional partial differential equation (Q5235458): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:41, 8 February 2024
scientific article; zbMATH DE number 7116178
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American-type basket option pricing: a simple two-dimensional partial differential equation |
scientific article; zbMATH DE number 7116178 |
Statements
American-type basket option pricing: a simple two-dimensional partial differential equation (English)
0 references
11 October 2019
0 references
Black-Scholes
0 references
basket options
0 references
pricing and hedging
0 references
comonotonicity
0 references
partial differential equations
0 references
finite difference method
0 references
least-squares Monte Carlo
0 references
