A `moving index' method for the solution of the American options valuation problem (Q1840903)
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scientific article; zbMATH DE number 1567198
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| English | A `moving index' method for the solution of the American options valuation problem |
scientific article; zbMATH DE number 1567198 |
Statements
A `moving index' method for the solution of the American options valuation problem (English)
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10 December 2001
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moving index method
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American options valuation problem
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projected successive over relaxation method
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0.8179090619087219
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0.8169341683387756
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0.7917391657829285
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0.7859753370285034
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