An inverse finite element method for pricing American options (Q315621)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An inverse finite element method for pricing American options |
scientific article |
Statements
An inverse finite element method for pricing American options (English)
0 references
22 September 2016
0 references
inverse finite elements
0 references
convergence analysis
0 references
American options
0 references
Black-Scholes model
0 references