On a numerical approximation scheme for construction of the early exercise boundary for a class of nonlinear Black-Scholes equations (Q2905429)
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scientific article; zbMATH DE number 6072756
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| English | On a numerical approximation scheme for construction of the early exercise boundary for a class of nonlinear Black-Scholes equations |
scientific article; zbMATH DE number 6072756 |
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On a Numerical Approximation Scheme for Construction of the Early Exercise Boundary for a Class of Nonlinear Black–Scholes Equations (English)
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27 August 2012
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0.9188663363456726
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0.8837798833847046
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0.8443624973297119
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0.827185332775116
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