An implicit scheme for American put options (Q6057151)
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scientific article; zbMATH DE number 7754878
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An implicit scheme for American put options |
scientific article; zbMATH DE number 7754878 |
Statements
An implicit scheme for American put options (English)
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25 October 2023
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American put options
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implicit finite difference methods
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parabolic variational inequalities
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free boundary problems
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0.8319023847579956
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0.8082011342048645
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0.8015335202217102
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0.7815128564834595
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