A Robust Spectral Method for Pricing of American Put Options on Zero-Coupon Bonds (Q4985195)
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scientific article; zbMATH DE number 7336698
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Robust Spectral Method for Pricing of American Put Options on Zero-Coupon Bonds |
scientific article; zbMATH DE number 7336698 |
Statements
A Robust Spectral Method for Pricing of American Put Options on Zero-Coupon Bonds (English)
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22 April 2021
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interest rate model
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American put bond options
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zero-coupon bond
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barycentric Legendre method
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Greeks
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