Error estimates for approximations of American put option price (Q2442033)
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scientific article; zbMATH DE number 6275788
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Error estimates for approximations of American put option price |
scientific article; zbMATH DE number 6275788 |
Statements
Error estimates for approximations of American put option price (English)
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31 March 2014
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American put option
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finite difference method
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optimal stopping
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optimal control
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Hamilton-Jacobi-Bellman equation
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0.8394858241081238
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0.8282303810119629
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0.8226715326309204
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0.8159635066986084
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0.813996434211731
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