A kind of finite volume method for pricing American options (Q5453064)
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scientific article; zbMATH DE number 5259915
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A kind of finite volume method for pricing American options |
scientific article; zbMATH DE number 5259915 |
Statements
4 April 2008
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American option
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stochastic volatility
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finite volume
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operator splitting
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0.8676018118858337
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0.8482207655906677
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0.8407412767410278
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