American option pricing problem transformed on finite interval (Q5739583): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Tihomir B. Gyulov / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Radoslav L. Valkov / rank | |||
Normal rank | |||
Revision as of 04:05, 1 March 2024
scientific article; zbMATH DE number 6604242
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American option pricing problem transformed on finite interval |
scientific article; zbMATH DE number 6604242 |
Statements
American option pricing problem transformed on finite interval (English)
0 references
19 July 2016
0 references
linear complementarity problem
0 references
American option pricing
0 references
degenerate parabolic operator
0 references
monotonic penalty method
0 references
fitted finite volume method
0 references
