Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing (Q273385)
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scientific article; zbMATH DE number 6572108
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| English | Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing |
scientific article; zbMATH DE number 6572108 |
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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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0.838612973690033
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0.8324229717254639
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0.8029433488845825
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