//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"und"
~subject:"Adaptive method"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"finite difference method"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Adaptive method
Finite difference method
22
finite difference method
11
Finite-difference method
3
American option
2
Dynamic programming problem
2
Finite Difference Method
2
Flexible load contract
2
HJB-equation
2
Lévy diffusion
2
Multi-factor model
2
Swing option
2
adjoint process
2
heat conduction
2
heat exchanger
2
heat transfer
2
minimum principle
2
sensible heating
2
simulation
2
solar collector
2
solar energy
2
stochastic optimal control
2
storage tank modeling
2
thermal energy
2
thermal stratification
2
underground solar thermal heat exchanger
2
water heating
2
ADI finite difference method
1
Adaptive Time-stepping
1
Additional specification
1
American Option Pricing
1
American options
1
Barrier option
1
Bistable systems
1
Black–Scholes equation
1
Boundary-value problem
1
Chebyshev method
1
Complementarity problems
1
Composite
1
Compound options
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Language
All
Undetermined
Author
All
Persson, Jonas
1
von Sydow, Lina
1
Published in...
All
Mathematics and Computers in Simulation (MATCOM)
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing American options using a space-time adaptive
finite
difference
method
Persson, Jonas
;
von Sydow, Lina
- In:
Mathematics and Computers in Simulation (MATCOM)
80
(
2010
)
9
,
pp. 1922-1935
American options are priced numerically using a space- and time-adaptive
finite
difference
method
. The generalized …
Persistent link: https://www.econbiz.de/10010748591
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->