Pricing options on investment project contraction and ownership transfer using a finite volume scheme and an interior penalty method (Q2190271)
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scientific article; zbMATH DE number 7213088
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| English | Pricing options on investment project contraction and ownership transfer using a finite volume scheme and an interior penalty method |
scientific article; zbMATH DE number 7213088 |
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Pricing options on investment project contraction and ownership transfer using a finite volume scheme and an interior penalty method (English)
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18 June 2020
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real options
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European and American put options
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interior penalty method
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linear complementarity problem
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fitted finite volume method
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0.7814217209815979
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0.7769857048988342
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0.7631910443305969
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0.744661271572113
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0.734510600566864
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