Limitations and improvements of standard spectral methods for pricing standard options (Q531074)
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: Limitations and improvements of standard spectral methods for pricing standard options |
scientific article; zbMATH DE number 6608620
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Limitations and improvements of standard spectral methods for pricing standard options |
scientific article; zbMATH DE number 6608620 |
Statements
Limitations and improvements of standard spectral methods for pricing standard options (English)
0 references
3 August 2016
0 references
American options
0 references
spectral methods
0 references
Laplace transform
0 references
contour integrals
0 references
exponential time differencing
0 references
0 references
0 references
0 references
0.7909119725227356
0 references
0.7692517638206482
0 references
0.7510272860527039
0 references
0.7458576560020447
0 references
