A simple iterative method for the valuation of American options (Q5397426)
From MaRDI portal
scientific article; zbMATH DE number 6260378
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple iterative method for the valuation of American options |
scientific article; zbMATH DE number 6260378 |
Statements
A simple iterative method for the valuation of American options (English)
0 references
20 February 2014
0 references
option pricing
0 references
American option
0 references
early exercise boundary
0 references
numerical approach
0 references
iterative method
0 references
