An approximate moving boundary method for American option pricing (Q2629646)
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scientific article; zbMATH DE number 6601406
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An approximate moving boundary method for American option pricing |
scientific article; zbMATH DE number 6601406 |
Statements
An approximate moving boundary method for American option pricing (English)
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6 July 2016
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stochastic control
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optimal stopping
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free boundary PDEs
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approximate boundaries
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0.9222530722618104
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0.838801920413971
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0.8219359517097473
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0.8210770487785339
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0.8183751106262207
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