A product integration method for the approximation of the early exercise boundary in the American option pricing problem (Q5380932)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A product integration method for the approximation of the early exercise boundary in the American option pricing problem |
scientific article; zbMATH DE number 7063672
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A product integration method for the approximation of the early exercise boundary in the American option pricing problem |
scientific article; zbMATH DE number 7063672 |
Statements
A product integration method for the approximation of the early exercise boundary in the American option pricing problem (English)
0 references
6 June 2019
0 references
American options pricing
0 references
barycentric rational interpolation
0 references
early exercise boundary
0 references
interpolatory quadrature
0 references
Volterra integral equations
0 references
