A finite volume element method for American options (Q2859757)
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scientific article; zbMATH DE number 6230198
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A finite volume element method for American options |
scientific article; zbMATH DE number 6230198 |
Statements
19 November 2013
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option pricing
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Black-Scholes model
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finite volume element method
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0.9681796
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0.9668393
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0.94378364
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0.9412631
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0.9368781
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A finite volume element method for American options (English)
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