A simple iterative method for the valuation of American options (Q5397426)

From MaRDI portal
scientific article; zbMATH DE number 6260378
Language Label Description Also known as
English
A simple iterative method for the valuation of American options
scientific article; zbMATH DE number 6260378

    Statements

    A simple iterative method for the valuation of American options (English)
    0 references
    0 references
    0 references
    0 references
    20 February 2014
    0 references
    option pricing
    0 references
    American option
    0 references
    early exercise boundary
    0 references
    numerical approach
    0 references
    iterative method
    0 references

    Identifiers