American option pricing problem transformed on finite interval (Q5739583): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/00207160.2014.906587 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2027882202 / rank | |||
Normal rank |
Revision as of 02:26, 20 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