Inexact arithmetic considerations for direct control and penalty methods: American options under jump diffusion (Q465077): Difference between revisions
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| Property / author | |||
| Property / author: George Labahn / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G60 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 65M06 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6362744 / rank | |||
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| Property / zbMATH Keywords | |||
American options | |||
| Property / zbMATH Keywords: American options / rank | |||
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jump diffusion | |||
| Property / zbMATH Keywords: jump diffusion / rank | |||
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| Property / zbMATH Keywords | |||
inexact arithmetic | |||
| Property / zbMATH Keywords: inexact arithmetic / rank | |||
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Revision as of 13:47, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inexact arithmetic considerations for direct control and penalty methods: American options under jump diffusion |
scientific article |
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Inexact arithmetic considerations for direct control and penalty methods: American options under jump diffusion (English)
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31 October 2014
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American options
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jump diffusion
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inexact arithmetic
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