Hybrid Laplace transform and finite difference methods for pricing American options under complex models (Q1704172)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6848381
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Hybrid Laplace transform and finite difference methods for pricing American options under complex models |
scientific article; zbMATH DE number 6848381 |
Statements
Hybrid Laplace transform and finite difference methods for pricing American options under complex models (English)
0 references
9 March 2018
0 references
American option pricing
0 references
finite difference methods
0 references
Laplace transform methods
0 references
partial differential equations
0 references
fractional partial differential equations
0 references
0 references
0 references
0 references
0.8372821807861328
0 references
0.820938766002655
0 references
0.8100749254226685
0 references
0.804409921169281
0 references
0.7903617024421692
0 references
