A second-order Nyström-type discretization for the early-exercise curve of American put options (Q3636734)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A second-order Nyström-type discretization for the early-exercise curve of American put options |
scientific article; zbMATH DE number 5571409
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A second-order Nyström-type discretization for the early-exercise curve of American put options |
scientific article; zbMATH DE number 5571409 |
Statements
A second-order Nyström-type discretization for the early-exercise curve of American put options (English)
0 references
29 June 2009
0 references
American options
0 references
early-exercise curve
0 references
integral equation
0 references
trapezoidal rule
0 references
second-order Nyström method
0 references
0.8831451
0 references
0.87769794
0 references
0.8728298
0 references
0.8705805
0 references
0.8689101
0 references
0.86382633
0 references
0.8629595
0 references
0.8612708
0 references
