A fitted finite volume method for real option valuation of risks in climate change
type: Item
instance of: scholarly article
title: A fitted finite volume method for real option valuation of risks in climate change
zbMATH Open document ID: 1443.91325
author: Shuhua Chang
author: Jing Wang
author: Xin Yu Wang
publication date: 2020-10-08T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 65M08
Mathematics Subject Classification ID: 91G50
zbMATH DE Number: 7258358
zbMATH Keywords: climate change
zbMATH Keywords: real options
zbMATH Keywords: free boundary
zbMATH Keywords: power penalty method
zbMATH Keywords: fitted finite volume method
zbMATH Keywords: convergence
MaRDI profile type: Publication
full work available at URL: j.camwa.2015.07.003
OpenAlex ID: W959748758
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cites work: On convergence of a fitted finite-volume method for the valuation of options on assets with stochastic volatilities
DOI: 10.1016/J.CAMWA.2015.07.003
published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 7258358