An efficient finite element method for pricing American multi-asset put options (Q2198473)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient finite element method for pricing American multi-asset put options |
scientific article |
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An efficient finite element method for pricing American multi-asset put options (English)
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10 September 2020
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American multi-asset put options
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linear complementary problem
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perfectly matched layer
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semi-implicit finite element method
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