Generalized trapezoidal formulas for valuing American options (Q4831408)
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scientific article; zbMATH DE number 2123960
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Generalized trapezoidal formulas for valuing American options |
scientific article; zbMATH DE number 2123960 |
Statements
Generalized trapezoidal formulas for valuing American options (English)
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29 December 2004
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Black-Scholes equation
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Linear Complementarity Problem
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Crank-Nicolson scheme
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0.9355227
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0.92762756
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0.8814641
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0.8805317
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0.8765725
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0.8752805
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0.8719479
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