Inexact arithmetic considerations for direct control and penalty methods: American options under jump diffusion (Q465077)
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scientific article; zbMATH DE number 6362744
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inexact arithmetic considerations for direct control and penalty methods: American options under jump diffusion |
scientific article; zbMATH DE number 6362744 |
Statements
Inexact arithmetic considerations for direct control and penalty methods: American options under jump diffusion (English)
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31 October 2014
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American options
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jump diffusion
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inexact arithmetic
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0.9053094
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0.89129275
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0.8807503
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0.8754891
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0.8747726
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0.8740757
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0.8730342
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