Adaptive implicit finite difference for American options (Q6665204)
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scientific article; zbMATH DE number 7969092
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive implicit finite difference for American options |
scientific article; zbMATH DE number 7969092 |
Statements
Adaptive implicit finite difference for American options (English)
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17 January 2025
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American option
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free boundary problem
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finite difference method
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Richardson extrapolation
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a posteriori error estimator
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