Front-tracking finite difference methods for the valuation of American options (Q1272691)
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scientific article; zbMATH DE number 1234884
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Front-tracking finite difference methods for the valuation of American options |
scientific article; zbMATH DE number 1234884 |
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Front-tracking finite difference methods for the valuation of American options (English)
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3 January 1999
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free boundary problems
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option pricing
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American option valuation problem
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front-tracking finite difference method
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