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scientific article; zbMATH DE number 6452524
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scientific article; zbMATH DE number 6452524

    Statements

    author
    Jun Xi
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    Jian-Wen Cao
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    publication date
    29 June 2015
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    zbMATH Keywords
    American options
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    European options
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    fractional partial differential equation
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    linear complementarity problem
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    numerical discretization
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    91G80
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    35Q91
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    35R11
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    91G20
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    60G40
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    zbMATH DE Number
    6452524
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