scientific article; zbMATH DE number 7338818

DOI10.13413/j.cnki.jdxblxb.2020007zbMath1474.65302MaRDI QIDQ4984332

Ping Zuo, Chengbo Yang, Yongle Hao, Qi Zhang, Ting-Ting Li

Publication date: 26 April 2021

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

zbMATH Keywords

perfectly matched layersemi-implicit finite difference methodAmerican multi-asset option

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Nonlinear parabolic equations (35K55) 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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