Finite volume methods for the valuation of American options (Q3428051)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite volume methods for the valuation of American options |
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Finite volume methods for the valuation of American options (English)
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27 March 2007
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American option
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variational inequality
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finite volume method
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convergence of numerical scheme
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