An inverse finite element method for pricing American options

Song-Ping Zhu; Wen-Ting Chen

Year of publication:	2013
Authors:	Zhu, Song-ping ; Chen, Wen-ting
Published in:	Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 37.2013, 1, p. 231-250
Subject:	Inverse finite elements \| Convergence analysis \| American options \| Black-Scholes model \| Optionspreistheorie \| Option pricing theory \| Black-Scholes-Modell \| Optionsgeschäft \| Option trading \| Derivat \| Derivative

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