scientific article; zbMATH DE number 2233868

Publication date: 29 November 2005

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

option pricing American options implied volatility Black-Scholes equation path dependent options numerical methods in finance binomial tree models finite-difference methods in finance

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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