Modified Barrier Penalization Method for Pricing American Options (Q4626502)
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scientific article; zbMATH DE number 7030701
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modified Barrier Penalization Method for Pricing American Options |
scientific article; zbMATH DE number 7030701 |
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Modified Barrier Penalization Method for Pricing American Options (English)
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28 February 2019
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American options
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barrier penalization method
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nonlinear parabolic PDE
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numerical approximation
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