A product integration method for the approximation of the early exercise boundary in the American option pricing problem (Q5380932)
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: A product integration method for the approximation of the early exercise boundary in the American option pricing problem |
scientific article; zbMATH DE number 7063672
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A product integration method for the approximation of the early exercise boundary in the American option pricing problem |
scientific article; zbMATH DE number 7063672 |
Statements
A product integration method for the approximation of the early exercise boundary in the American option pricing problem (English)
0 references
6 June 2019
0 references
American options pricing
0 references
barycentric rational interpolation
0 references
early exercise boundary
0 references
interpolatory quadrature
0 references
Volterra integral equations
0 references
0.8078322410583496
0 references
0.7718244791030884
0 references
0.7651904821395874
0 references
0.7562764883041382
0 references
