Rational spectral collocation method for pricing American vanilla and butterfly spread options (Q2942223)
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scientific article; zbMATH DE number 6473949
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| English | Rational spectral collocation method for pricing American vanilla and butterfly spread options |
scientific article; zbMATH DE number 6473949 |
Statements
Rational Spectral Collocation Method for Pricing American Vanilla and Butterfly Spread Options (English)
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20 August 2015
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American options
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butterfly spread options
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rational spectral collocation method
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0.805378258228302
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0.7718053460121155
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0.7668265104293823
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0.7662143111228943
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0.7604219317436218
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