A Discontinuous Galerkin Method for Pricing American Options Under the Constant Elasticity of Variance Model (Q5372346)
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scientific article; zbMATH DE number 6799514
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| English | A Discontinuous Galerkin Method for Pricing American Options Under the Constant Elasticity of Variance Model |
scientific article; zbMATH DE number 6799514 |
Statements
A Discontinuous Galerkin Method for Pricing American Options Under the Constant Elasticity of Variance Model (English)
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27 October 2017
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0.91946596
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0.9133046
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0.8985199
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0.8939309
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0.89036286
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0.8883565
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0.8858651
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