Finite Difference Approximation for Pricing the American Lookback Option (Q5897157): Difference between revisions
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| Property / DOI: 10.4208/jcm.2009.27.4.015 / rank | |||
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Latest revision as of 05:21, 21 December 2024
scientific article; zbMATH DE number 5670838
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite Difference Approximation for Pricing the American Lookback Option |
scientific article; zbMATH DE number 5670838 |
Statements
Finite Difference Approximation for Pricing the American Lookback Option (English)
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12 February 2010
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finite element
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symmetric quadrature rules
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cubature
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triangle
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tetrahedron
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