Pricing American bond options using a penalty method (Q445080)
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scientific article; zbMATH DE number 6071699
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing American bond options using a penalty method |
scientific article; zbMATH DE number 6071699 |
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Pricing American bond options using a penalty method (English)
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24 August 2012
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finance
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complementarity problems
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computational methods
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bond option pricing
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0.8923289775848389
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0.8731628060340881
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0.8599902987480164
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0.8531025052070618
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0.8410235047340393
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