Fixed domain transformations and split-step finite difference schemes for nonlinear black-scholes equations for American options
Julia Ankudinova, Matthias Ehrhardt
| Year of publication: |
2008
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|---|---|
| Authors: | Ankudinova, Julia ; Ehrhardt, Matthias |
| Published in: |
Nonlinear models in mathematical finance : new research trends in option pricing. - New York, NY : Nova Science Publ., ISBN 978-1-60456-931-5. - 2008, p. 243-272
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| Subject: | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory | Nichtlineare Optimierung | Nonlinear programming | Hedging | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011954473