Numerical Study of Splitting Methods for American Option Valuation (Q4626513)
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scientific article; zbMATH DE number 7030710
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Numerical Study of Splitting Methods for American Option Valuation |
scientific article; zbMATH DE number 7030710 |
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Numerical Study of Splitting Methods for American Option Valuation (English)
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28 February 2019
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American option valuation
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numerical splitting methods
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0.93720436
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0.9247719
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0.91200715
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0.91145504
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0.90987986
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0.9089522
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0.90827215
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