Limitations and improvements of standard spectral methods for pricing standard options (Q531074)
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scientific article; zbMATH DE number 6608620
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limitations and improvements of standard spectral methods for pricing standard options |
scientific article; zbMATH DE number 6608620 |
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Limitations and improvements of standard spectral methods for pricing standard options (English)
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3 August 2016
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American options
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spectral methods
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Laplace transform
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contour integrals
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exponential time differencing
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