A new integral equation formulation for American put options (Q4554433)
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scientific article; zbMATH DE number 6979473
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A new integral equation formulation for American put options |
scientific article; zbMATH DE number 6979473 |
Statements
A new integral equation formulation for American put options (English)
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14 November 2018
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integral equation
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American put options
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computational accuracy and efficiency
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0.9198248
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0.9172121
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0.9147558
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0.9103874
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0.9024701
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0.8921305
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0.8915861
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0.8896764
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