Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Numerical Study of Splitting Methods for American Option Valuation - MaRDI portal

Numerical Study of Splitting Methods for American Option Valuation (Q4626513)

From MaRDI portal
scientific article; zbMATH DE number 7030710
Language Label Description Also known as
English
Numerical Study of Splitting Methods for American Option Valuation
scientific article; zbMATH DE number 7030710

    Statements

    title
    Numerical Study of Splitting Methods for American Option Valuation (English)
    0 references
    publication date
    28 February 2019
    0 references
    zbMATH Keywords
    American option valuation
    0 references
    numerical splitting methods
    0 references
    author
    Karel J. in 't Hout
    0 references
    Radoslav L. Valkov
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G60
    0 references
    65M99
    0 references
    91G20
    0 references
    60G40
    0 references
    zbMATH DE Number
    7030710
    0 references
    OpenAlex ID
    W2543833630
    0 references
    arXiv ID
    1610.09622
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4626513&oldid=36475944"
    Powered by MediaWiki