Spectral methods for the Black-Scholes model of American options valuation (Q2924754)
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scientific article; zbMATH DE number 6365120
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral methods for the Black-Scholes model of American options valuation |
scientific article; zbMATH DE number 6365120 |
Statements
3 November 2014
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American option pricing
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Black-Scholes model
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optimal exercise boundary
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Chebyshev spectral method
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Spectral methods for the Black-Scholes model of American options valuation (English)
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