No label defined (Q5033284)
From MaRDI portal
scientific article; zbMATH DE number 7478906
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 7478906 |
Statements
22 February 2022
0 references
perpetual American option
0 references
jump-diffusion model
0 references
regime-switching model
0 references
finite difference method
0 references
free boundary problem
0 references
discrete maximum principle
0 references
0 references
0 references
0 references
0 references
0 references
0 references
