Finite Difference Approximation for Pricing the American Lookback Option (Q5901000)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Finite Difference Approximation for Pricing the American Lookback Option |
scientific article; zbMATH DE number 5732342
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite Difference Approximation for Pricing the American Lookback Option |
scientific article; zbMATH DE number 5732342 |
Statements
Finite Difference Approximation for Pricing the American Lookback Option (English)
0 references
8 July 2010
0 references
American lookback options
0 references
finite difference approximation
0 references
stability
0 references
convergence
0 references
error estimates
0 references
