Differential quadrature method for pricing American options (Q4795126): Difference between revisions
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Latest revision as of 21:50, 19 March 2024
scientific article; zbMATH DE number 1872727
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Differential quadrature method for pricing American options |
scientific article; zbMATH DE number 1872727 |
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Differential quadrature method for pricing American options (English)
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23 February 2003
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American option
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differential quadrature method
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free-boundary problem
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nonlinear differential equations
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