scientific article; zbMATH DE number 6453569
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Publication:5260162
DOI10.13413/J.CNKI.JDXBLXB.2014.06.11zbMATH Open1324.91076MaRDI QIDQ5260162FDOQ5260162
Authors: Qi Zhang, Jinglu Gao 
Publication date: 29 June 2015
Title of this publication is not available (Why is that?)
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Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods (including Monte Carlo methods) (91G60) Stopping times; optimal stopping problems; gambling theory (60G40) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
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- Weak Galerkin finite element method for valuation of American options
- Simulation of European lookback options
- A finite element approach to the pricing of discrete lookbacks with stochastic volatility
- A fast numerical method for the valuation of American lookback put options
- Binomial valuation of lookback options
- Exercise Regions And Efficient Valuation Of American Lookback Options
- Finite difference methods for solving American lookback put options under the Black-Scholes model
- Title not available (Why is that?)
- Finite difference approximation for pricing the American lookback option
- Finite element method for valuation of American lookback options
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