American option pricing problem transformed on finite interval (Q5739583)
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scientific article; zbMATH DE number 6604242
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American option pricing problem transformed on finite interval |
scientific article; zbMATH DE number 6604242 |
Statements
American option pricing problem transformed on finite interval (English)
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19 July 2016
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linear complementarity problem
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American option pricing
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degenerate parabolic operator
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monotonic penalty method
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fitted finite volume method
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