Fast numerical valuation of American, exotic and complex options (Q4541537): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1424716 |
||
| Property / author | |||
| Property / author: Michael A. H. Dempster / rank | |||
Revision as of 19:48, 28 February 2024
scientific article; zbMATH DE number 1771938
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast numerical valuation of American, exotic and complex options |
scientific article; zbMATH DE number 1771938 |
Statements
Fast numerical valuation of American, exotic and complex options (English)
0 references
4 September 2002
0 references
derivative securities
0 references
PDE problem
0 references
American vanilla and exotic options
0 references
