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scientific article; zbMATH DE number 7046635 - MaRDI portal

scientific article; zbMATH DE number 7046635

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Publication:4630700

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zbMath1424.91128MaRDI QIDQ4630700

Mariyan Milev, Dessislava Koleva-Petkova

Publication date: 23 April 2019

Full work available at URL: http://www.math.bas.bg/~pliska/Pliska-27/Pliska-27-2017-037-046.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

finite differences American options discrete dividends

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Derivative securities (option pricing, hedging, etc.) (91G20)

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