On the acceleration of explicit finite difference methods for option pricing (Q5300443)
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scientific article; zbMATH DE number 6181855
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the acceleration of explicit finite difference methods for option pricing |
scientific article; zbMATH DE number 6181855 |
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On the acceleration of explicit finite difference methods for option pricing (English)
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27 June 2013
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numerical methods for option pricing
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Black-Scholes model
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computational finance
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equity options
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American options
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exotic options
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0.92076856
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0.9180338
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0.9152607
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0.91388386
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0.9131939
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0.91261566
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0.91220903
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0.91018355
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0.9081423
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