scientific article; zbMATH DE number 6402144

DOI10.3969/J.ISSN.1006-6330.2014.03.001zbMath1313.91186MaRDI QIDQ5498199

Jun-Feng Yin, Xiao-Ting Gan

Publication date: 11 February 2015

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

zbMATH Keywords

finite volume methodAmerican optionprojected successive overrelaxation method

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08)

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