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scientific article; zbMATH DE number 6402144
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scientific article; zbMATH DE number 6402144

    Statements

    author
    Xiao-Ting Gan
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    Jun-Feng Yin
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    publication date
    11 February 2015
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    zbMATH Keywords
    finite volume method
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    American option
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    projected successive overrelaxation method
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    65M08
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    91G20
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    zbMATH DE Number
    6402144
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