Convergence of numerical methods for valuing path-dependent options using interpolation (Q1415462)
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scientific article; zbMATH DE number 2012869
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of numerical methods for valuing path-dependent options using interpolation |
scientific article; zbMATH DE number 2012869 |
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Convergence of numerical methods for valuing path-dependent options using interpolation (English)
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4 December 2003
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convergence
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forward shooting grid
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interpolation
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option pricing
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path-dependence
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