An inverse finite element method for pricing American options (Q315621)
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scientific article; zbMATH DE number 6629168
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An inverse finite element method for pricing American options |
scientific article; zbMATH DE number 6629168 |
Statements
An inverse finite element method for pricing American options (English)
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22 September 2016
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inverse finite elements
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convergence analysis
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American options
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Black-Scholes model
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0.9412631
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0.93190676
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0.9293598
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0.9224233
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