A numerical analysis of American options with regime switching (Q618604): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10915-010-9365-2 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1964993393 / rank | |||
Normal rank |
Revision as of 00:02, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A numerical analysis of American options with regime switching |
scientific article |
Statements
A numerical analysis of American options with regime switching (English)
0 references
16 January 2011
0 references
American option
0 references
free boundary problem
0 references
finite element method
0 references
lattice method
0 references
regime switching
0 references