Fast and accurate calculation of American option prices (Q1715613)
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scientific article; zbMATH DE number 7007400
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| default for all languages | No label defined |
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| English | Fast and accurate calculation of American option prices |
scientific article; zbMATH DE number 7007400 |
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Fast and accurate calculation of American option prices (English)
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29 January 2019
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American option
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front-fixing
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Richardson extrapolation
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free-boundary problem
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0.8633378148078918
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0.8412353992462158
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0.8308908939361572
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0.8277848958969116
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