Exponential Rosenbrock integrators for option pricing (Q970405)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Exponential Rosenbrock integrators for option pricing |
scientific article; zbMATH DE number 5708965
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential Rosenbrock integrators for option pricing |
scientific article; zbMATH DE number 5708965 |
Statements
Exponential Rosenbrock integrators for option pricing (English)
0 references
17 May 2010
0 references
exponential integrators
0 references
exponential Rosenbrock methods
0 references
American options
0 references
0 references
0 references
