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Publication:2859724
zbMath1289.91192MaRDI QIDQ2859724
Qing-Hua Ma, Liping Wang, Hai-Ying Qiao, Zuo-liang Xu
Publication date: 19 November 2013
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
American put optionsexponential fitted finite difference schemeextrapolated exponential fitted finite difference scheme
Numerical methods (including Monte Carlo methods) (91G60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Derivative securities (option pricing, hedging, etc.) (91G20) Numerical solutions to stochastic differential and integral equations (65C30)
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