An efficient computational algorithm for pricing European, barrier and American options
type: Item
instance of: scholarly article
title: An efficient computational algorithm for pricing European, barrier and American options
zbMATH Open document ID: 1404.65287
author: Somayeh Abdi-Mazraeh
author: Ali Khani
published in: Computational and Applied Mathematics
publication date: 2018-11-05T00:00:00Z
Mathematics Subject Classification ID: 65N35
Mathematics Subject Classification ID: 35R35
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 65N55
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 6973172
zbMATH Keywords: Black-Scholes equation
zbMATH Keywords: domain decomposition method
zbMATH Keywords: spectral collocation technique
zbMATH Keywords: predictor-corrector method
zbMATH Keywords: option pricing
MaRDI profile type: Publication
full work available at URL: s40314-018-0605-7
OpenAlex ID: W2794114978
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DOI: 10.1007/S40314-018-0605-7
description: scientific article; zbMATH DE number 6973172