The difference methods with variable mesh for American option princing (Q5319775)
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scientific article; zbMATH DE number 5584234
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| English | The difference methods with variable mesh for American option princing |
scientific article; zbMATH DE number 5584234 |
Statements
22 July 2009
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American option pricing
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free boundary problem
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variable meshes difference scheme
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stability
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convergence
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numerical computation
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0.8250329494476318
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0.8032693862915039
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0.8015801906585693
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