A predictor-corrector approach for pricing American options under the finite moment log-stable model (Q493985)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A predictor-corrector approach for pricing American options under the finite moment log-stable model |
scientific article; zbMATH DE number 6479180
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A predictor-corrector approach for pricing American options under the finite moment log-stable model |
scientific article; zbMATH DE number 6479180 |
Statements
A predictor-corrector approach for pricing American options under the finite moment log-stable model (English)
0 references
7 September 2015
0 references
fractional partial differential equation
0 references
free boundary problem
0 references
predictor-corrector
0 references
spectral-collocation method
0 references
American options
0 references
0 references
0 references
0 references
0 references
0.828971266746521
0 references
0.8033290505409241
0 references
0.8032538890838623
0 references
0.7986676096916199
0 references
