PDE methods for pricing barrier options (Q1583144)

From MaRDI portal
Revision as of 04:00, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
PDE methods for pricing barrier options
scientific article

    Statements

    title
    PDE methods for pricing barrier options (English)
    0 references
    author
    R. Zvan
    0 references
    Kenneth Vetzal
    0 references
    Peter A. I. Forsyth
    0 references
    publication date
    26 October 2000
    0 references
    zbMATH Keywords
    barrier options
    0 references
    numerical methods
    0 references
    option pricing
    0 references
    automatic time stepping
    0 references

    Identifiers

    zbMATH DE Number
    1521679
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1583144&oldid=26358750"
    Powered by MediaWiki