An approximate moving boundary method for American option pricing (Q2629646)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An approximate moving boundary method for American option pricing |
scientific article |
Statements
An approximate moving boundary method for American option pricing (English)
0 references
6 July 2016
0 references
stochastic control
0 references
optimal stopping
0 references
free boundary PDEs
0 references
approximate boundaries
0 references
0 references
