An implicit scheme for American put options (Q6057151)
From MaRDI portal
scientific article; zbMATH DE number 7754878
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An implicit scheme for American put options |
scientific article; zbMATH DE number 7754878 |
Statements
An implicit scheme for American put options (English)
0 references
25 October 2023
0 references
American put options
0 references
implicit finite difference methods
0 references
parabolic variational inequalities
0 references
free boundary problems
0 references
0 references
0 references
0 references
0 references
0 references
