Pricing American options using a space-time adaptive finite difference method (Q982922)
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scientific article; zbMATH DE number 5762168
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing American options using a space-time adaptive finite difference method |
scientific article; zbMATH DE number 5762168 |
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Pricing American options using a space-time adaptive finite difference method (English)
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28 July 2010
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finite difference method
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adaptive method
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American option
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stochastic volatility
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local time-stepping
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