Direct computation for American put option and free boundary using finite difference method (Q1943082)
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scientific article; zbMATH DE number 6145351
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Direct computation for American put option and free boundary using finite difference method |
scientific article; zbMATH DE number 6145351 |
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Direct computation for American put option and free boundary using finite difference method (English)
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15 March 2013
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direct computation
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moving node
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fixed node scale
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American put option
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free boundary
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