A finite volume element method for perpetual American option (Q2860172)
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scientific article; zbMATH DE number 6230526
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A finite volume element method for perpetual American option |
scientific article; zbMATH DE number 6230526 |
Statements
19 November 2013
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fractional jump-diffusion process
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option pricing
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Black-Scholes partial differential equation
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finite volume element method
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A finite volume element method for perpetual American option (English)
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