On numerical methods and the valuation of American options (Q3365818)
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scientific article; zbMATH DE number 5005911
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On numerical methods and the valuation of American options |
scientific article; zbMATH DE number 5005911 |
Statements
13 February 2006
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stochastic interest rate economy
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decomposition
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alternating direction implicit method
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0.821110188961029
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0.811218798160553
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0.8105742931365967
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0.8026740550994873
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