Exponential Rosenbrock integrators for option pricing (Q970405)
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scientific article; zbMATH DE number 5708965
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Exponential Rosenbrock integrators for option pricing |
scientific article; zbMATH DE number 5708965 |
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Exponential Rosenbrock integrators for option pricing (English)
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17 May 2010
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exponential integrators
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exponential Rosenbrock methods
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American options
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0.8054054379463196
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0.7970447540283203
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0.7841692566871643
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0.7750729322433472
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0.7735370397567749
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