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Q5260162 - MaRDI portal

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scientific article; zbMATH DE number 6453569
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English
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scientific article; zbMATH DE number 6453569

    Statements

    author
    Qi Zhang
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    Jinglu Gao
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    publication date
    29 June 2015
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    zbMATH Keywords
    American lookback call option
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    variable mesh finite element algorithm
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    optimal exercise boundary
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    65N30
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    60G40
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    91G20
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    zbMATH DE Number
    6453569
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