Differential algorithms for American put-options of CEV on dividend-paying stock (Q5381972)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7071565
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Differential algorithms for American put-options of CEV on dividend-paying stock |
scientific article; zbMATH DE number 7071565 |
Statements
21 June 2019
0 references
American put-options
0 references
explicit difference schemes
0 references
stability
0 references
convergence
0 references
0.8574654459953308
0 references
0.8036186099052429
0 references
0.795485258102417
0 references
0.7828986644744873
0 references
