Two kinds of finite difference schemes of pricing for American put options (Q2859724)
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scientific article; zbMATH DE number 6230173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two kinds of finite difference schemes of pricing for American put options |
scientific article; zbMATH DE number 6230173 |
Statements
19 November 2013
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American put options
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exponential fitted finite difference scheme
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extrapolated exponential fitted finite difference scheme
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Two kinds of finite difference schemes of pricing for American put options (English)
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