Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing (Q273385)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing |
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Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing (English)
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22 April 2016
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American options
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irrational exercise
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nonlinear Black-Scholes equations
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finite difference method
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numerical analysis
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