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Direct Numerical Methods
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Linear Programming
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Options
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Parabolic Pdes
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Dempster, M. A. H.
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Hutton, J. P.
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Applied Mathematical Finance
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Fast numerical valuation of American, exotic and complex options
Dempster, M. A. H.
;
Hutton, J. P.
- In:
Applied Mathematical Finance
4
(
1997
)
1
,
pp. 1-20
robust numerical valuation of a wide range of derivative securities can be achieved by use of
direct
numerical
methods
in the …
Persistent link: https://www.econbiz.de/10005462522
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