Numerical approach for coupled systems resulting from pricing of derivatives: Modeling and pricing of installment options (Q6183005)
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scientific article; zbMATH DE number 7781821
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical approach for coupled systems resulting from pricing of derivatives: Modeling and pricing of installment options |
scientific article; zbMATH DE number 7781821 |
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Numerical approach for coupled systems resulting from pricing of derivatives: Modeling and pricing of installment options (English)
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22 December 2023
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continuous-installment option
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finite element method
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free boundary problem
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linear complementarity problem
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regime-switching model
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