Evaluating American put options on zero-coupon bonds by a penalty method (Q544230)
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scientific article; zbMATH DE number 5907721
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluating American put options on zero-coupon bonds by a penalty method |
scientific article; zbMATH DE number 5907721 |
Statements
Evaluating American put options on zero-coupon bonds by a penalty method (English)
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14 June 2011
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zero-coupon bond
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American put option
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linear complementarity problem
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finite volume method
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power penalty method
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