A `moving index' method for the solution of the American options valuation problem (Q1840903)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A `moving index' method for the solution of the American options valuation problem |
scientific article; zbMATH DE number 1567198
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A `moving index' method for the solution of the American options valuation problem |
scientific article; zbMATH DE number 1567198 |
Statements
A `moving index' method for the solution of the American options valuation problem (English)
0 references
10 December 2001
0 references
moving index method
0 references
American options valuation problem
0 references
projected successive over relaxation method
0 references
0 references
