Finite Difference Approximation for Pricing the American Lookback Option (Q5901000)
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scientific article; zbMATH DE number 5732342
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite Difference Approximation for Pricing the American Lookback Option |
scientific article; zbMATH DE number 5732342 |
Statements
Finite Difference Approximation for Pricing the American Lookback Option (English)
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8 July 2010
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American lookback options
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finite difference approximation
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stability
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convergence
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error estimates
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