Differential algorithms for American put-options of CEV on dividend-paying stock (Q5381972)
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scientific article; zbMATH DE number 7071565
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| English | Differential algorithms for American put-options of CEV on dividend-paying stock |
scientific article; zbMATH DE number 7071565 |
Statements
21 June 2019
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American put-options
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explicit difference schemes
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stability
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convergence
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0.8574654459953308
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0.8036186099052429
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0.795485258102417
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0.7828986644744873
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