Valuation of the American put option as a free boundary problem through a high-order difference scheme (Q2698660)
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scientific article; zbMATH DE number 7677997
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| English | Valuation of the American put option as a free boundary problem through a high-order difference scheme |
scientific article; zbMATH DE number 7677997 |
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Valuation of the American put option as a free boundary problem through a high-order difference scheme (English)
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24 April 2023
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American put option
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free boundary
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front-fixing method
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high-order difference
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0.8407736420631409
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0.828039288520813
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0.8237844705581665
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