An efficient finite element method for pricing American multi-asset put options (Q2198473)
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scientific article; zbMATH DE number 7246101
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | An efficient finite element method for pricing American multi-asset put options |
scientific article; zbMATH DE number 7246101 |
Statements
An efficient finite element method for pricing American multi-asset put options (English)
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10 September 2020
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American multi-asset put options
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linear complementary problem
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perfectly matched layer
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semi-implicit finite element method
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0.8812892436981201
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0.8715723156929016
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0.8463545441627502
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0.8381021022796631
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0.832503616809845
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