A method-of-lines approach for solving American option problems (Q2332986)
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scientific article; zbMATH DE number 7126947
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A method-of-lines approach for solving American option problems |
scientific article; zbMATH DE number 7126947 |
Statements
A method-of-lines approach for solving American option problems (English)
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6 November 2019
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American option
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method of lines
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finite difference method
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American strangle option
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two-factor American basket put option
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callable and putable convertible bond
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0.8126057386398315
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0.8105714917182922
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0.8089763522148132
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0.8086614608764648
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0.8061001896858215
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