Projection and Contraction Method for the Valuation of American Options (Q5251351)
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scientific article; zbMATH DE number 6437546
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Projection and Contraction Method for the Valuation of American Options |
scientific article; zbMATH DE number 6437546 |
Statements
Projection and Contraction Method for the Valuation of American Options (English)
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20 May 2015
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American option
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Black-Scholes variational inequality
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finite element method
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projection and contraction method
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