Prediction-correction method for pricing American options (Q2992840)
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scientific article; zbMATH DE number 6611575
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| English | Prediction-correction method for pricing American options |
scientific article; zbMATH DE number 6611575 |
Statements
10 August 2016
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American option
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finite difference method
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prediction-correction method
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0.805591344833374
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0.8037565350532532
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0.7997604608535767
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0.7916333079338074
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0.7897804975509644
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