scientific article; zbMATH DE number 6401309

DOI10.13413/J.CNKI.JDXBLXB.2014.03.15zbMath1313.91192MaRDI QIDQ5499338

Haiming Song, Benxi Zhu, Zhiyu Wang, Jingshi Li

Publication date: 11 February 2015

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

zbMATH Keywords

CEV modelAmerican put optionoptimal exercise boundary

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) 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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