Valuation of American options by the gradient projection method (Q2379062)
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scientific article; zbMATH DE number 5491149
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Valuation of American options by the gradient projection method |
scientific article; zbMATH DE number 5491149 |
Statements
Valuation of American options by the gradient projection method (English)
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14 January 2009
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American options
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variational inequalities
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gradient projection
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0.93011975
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0.90180624
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0.90010047
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0.89672446
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0.89652574
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0.89573336
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