Limitations and improvements of standard spectral methods for pricing standard options (Q531074)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Limitations and improvements of standard spectral methods for pricing standard options
scientific article

    Statements

    Limitations and improvements of standard spectral methods for pricing standard options (English)
    0 references
    0 references
    0 references
    3 August 2016
    0 references
    0 references
    0 references
    0 references
    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