scientific article; zbMATH DE number 6874429

DOI10.13413/j.cnki.jdxblxb.2017.04.21zbMath1399.65187MaRDI QIDQ4640540

Wenwen Zhao, Xianrui Lv, Qi Zhang

Publication date: 25 May 2018

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

zbMATH Keywords

finite difference methodAmerican put optionLandau's transformation

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Numerical computation of solutions to systems of equations (65H10) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

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