Numerical solution of an integral equation for perpetual Bermudan options (Q2921908): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: Maple / rank | |||
Normal rank | |||
Revision as of 11:45, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution of an integral equation for perpetual Bermudan options |
scientific article |
Statements
Numerical solution of an integral equation for perpetual Bermudan options (English)
0 references
14 October 2014
0 references
Bermudan options
0 references
integral equations
0 references
Green's functions
0 references
Wiener-Hopf problems
0 references
