A finite volume element method for American options
type: Item
instance of: scholarly article
zbMATH Open document ID: 1289.91188
author: Zhiguang Li
author: Shugui Kang
publication date: 2013-11-19T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 65M08
zbMATH DE Number: 6230198
zbMATH Keywords: option pricing
zbMATH Keywords: Black-Scholes model
zbMATH Keywords: finite volume element method
MaRDI profile type: Publication
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title: A finite volume element method for American options
published in: Journal of Systems Science and Mathematical Sciences
description: scientific article; zbMATH DE number 6230198