Error estimates for approximations of American put option price (Q2442033)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error estimates for approximations of American put option price |
scientific article |
Statements
Error estimates for approximations of American put option price (English)
0 references
31 March 2014
0 references
American put option
0 references
finite difference method
0 references
optimal stopping
0 references
optimal control
0 references
Hamilton-Jacobi-Bellman equation
0 references
