American type geometric step options (Q380484)

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American type geometric step options
scientific article

    Statements

    title
    American type geometric step options (English)
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    author
    Hailiang Yang
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    Xiao-yu Xing
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    publication date
    14 November 2013
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    zbMATH Keywords
    geometric step option
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    Feynman-Kac formula
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    optimal exercise level
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    finite difference method
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    variational inequality
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    Identifiers

    zbMATH DE Number
    6226875
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    OpenAlex ID
    W2058696083
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