Adaptive implicit finite difference for American options
type: Item
instance of: scholarly article
title: Adaptive implicit finite difference for American options
author: Wenjia Xie
author: Zhongyi Huang
published in: Mathematica Numerica Sinica
publication date: 2025-01-17T00:00:00Z
Mathematics Subject Classification ID: 65M06
Mathematics Subject Classification ID: 65M12
zbMATH DE Number: 7969092
zbMATH Keywords: American option
zbMATH Keywords: free boundary problem
zbMATH Keywords: finite difference method
zbMATH Keywords: Richardson extrapolation
zbMATH Keywords: a posteriori error estimator
MaRDI profile type: Publication
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DOI: 10.12286/JSSX.J2022-1025
description: scientific article; zbMATH DE number 7969092