A Green's function-based iterative approach to the pricing of American options (Q5506149)
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scientific article; zbMATH DE number 5499147
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Green's function-based iterative approach to the pricing of American options |
scientific article; zbMATH DE number 5499147 |
Statements
28 January 2009
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American options
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Green's function
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iterative approach
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0.7948334813117981
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0.7865408658981323
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0.7849518656730652
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0.7808191180229187
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