Hybrid Laplace transform and finite difference methods for pricing American options under complex models (Q1704172): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.camwa.2017.04.018 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.CAMWA.2017.04.018 / rank | |||
Normal rank | |||
Latest revision as of 04:53, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hybrid Laplace transform and finite difference methods for pricing American options under complex models |
scientific article |
Statements
Hybrid Laplace transform and finite difference methods for pricing American options under complex models (English)
0 references
9 March 2018
0 references
American option pricing
0 references
finite difference methods
0 references
Laplace transform methods
0 references
partial differential equations
0 references
fractional partial differential equations
0 references
0 references
0 references
0 references
