Finite difference method for solving American option based on Landau's transformation (Q4640540)
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scientific article; zbMATH DE number 6874429
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| English | Finite difference method for solving American option based on Landau's transformation |
scientific article; zbMATH DE number 6874429 |
Statements
25 May 2018
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American put option
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Landau's transformation
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finite difference method
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0.8258043527603149
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0.8098613619804382
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0.8040003776550293
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0.8011343479156494
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