Finite element method for valuation of American lookback options (Q2987385)
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scientific article; zbMATH DE number 6719726
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| default for all languages | No label defined |
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| English | Finite element method for valuation of American lookback options |
scientific article; zbMATH DE number 6719726 |
Statements
17 May 2017
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American lookback option
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optimal exercise boundary
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finite element method
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Newton's method
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0.8483973741531372
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0.8174360394477844
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0.8115353584289551
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0.8082074522972107
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