An Artificial Boundary Method for American Option Pricing under the CEV Model (Q3395093): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Created claim: Wikidata QID (P12): Q58981045, #quickstatements; #temporary_batch_1711234560214 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q58981045 / rank | |||
Normal rank | |||
Revision as of 00:56, 24 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Artificial Boundary Method for American Option Pricing under the CEV Model |
scientific article |
Statements
An Artificial Boundary Method for American Option Pricing under the CEV Model (English)
0 references
20 August 2009
0 references
American option
0 references
artifical boundary
0 references
constant elasticity of variance
0 references
Cran-Nicolson scheme
0 references
