Stabilized explicit Runge-Kutta methods for multi-asset American options (Q316630)
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scientific article; zbMATH DE number 6630085
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stabilized explicit Runge-Kutta methods for multi-asset American options |
scientific article; zbMATH DE number 6630085 |
Statements
Stabilized explicit Runge-Kutta methods for multi-asset American options (English)
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27 September 2016
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multi-asset options
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stabilized explicit Runge-Kutta methods
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American options
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non-smooth payoffs
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