Stabilized explicit Runge-Kutta methods for multi-asset American options (Q316630): Difference between revisions

@@ Property / author @@
+Abdul Q. M. Khaliq
@@ Property / author: Abdul Q. M. Khaliq / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M20
@@ Property / Mathematics Subject Classification ID: 65M20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+L06
@@ Property / Mathematics Subject Classification ID: 65L06 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G40
@@ Property / Mathematics Subject Classification ID: 60G40 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6630085
@@ Property / zbMATH DE Number: 6630085 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+multi-asset options
@@ Property / zbMATH Keywords: multi-asset options / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stabilized explicit Runge-Kutta methods
@@ Property / zbMATH Keywords: stabilized explicit Runge-Kutta methods / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+American options
@@ Property / zbMATH Keywords: American options / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+non-smooth payoffs
@@ Property / zbMATH Keywords: non-smooth payoffs / rank @@
+Normal rank

Revision as of 02:05, 28 June 2023