An efficient computational algorithm for pricing European, barrier and American options (Q1993476)
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scientific article; zbMATH DE number 6973172
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| English | An efficient computational algorithm for pricing European, barrier and American options |
scientific article; zbMATH DE number 6973172 |
Statements
An efficient computational algorithm for pricing European, barrier and American options (English)
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5 November 2018
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Black-Scholes equation
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domain decomposition method
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spectral collocation technique
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predictor-corrector method
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option pricing
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0.812999963760376
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0.8087261915206909
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0.8069484829902649
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0.802386462688446
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0.7969573736190796
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