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scientific article; zbMATH DE number 5499147

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Publication:5506149
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zbMath1178.91200MaRDI QIDQ5506149

Max Y. Melnikov

Publication date: 28 January 2009


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

zbMATH Keywords

Green's functionAmerican optionsiterative approach


Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Integral representations of solutions to PDEs (35C15) Derivative securities (option pricing, hedging, etc.) (91G20) Initial-boundary value problems for second-order parabolic systems (35K51)








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