A robust nonstandard finite difference scheme for pricing real estate index options (Q4963880): Difference between revisions

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Latest revision as of 16:44, 24 July 2024

scientific article; zbMATH DE number 7314943
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English
A robust nonstandard finite difference scheme for pricing real estate index options
scientific article; zbMATH DE number 7314943

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    A robust nonstandard finite difference scheme for pricing real estate index options (English)
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    24 February 2021
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    computational finance
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    option pricing
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    real estate index options
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    spline interpolation
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    finite difference methods
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