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  • Search: subject:"non-uniform time discretisation"
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Subject
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American option 1 Kim's method 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 RMSRE 1 adaptive mesh refinement 1 capped call 1 non-uniform time discretisation 1 optimal exercise boundary 1 upper bound 1
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Type of publication
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
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Bozoudis, Michail 1 Zeller, Thomas L. 1
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International journal of bonds and derivatives 1
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ECONIS (ZBW) 1
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Adaptive mesh relocation refinement on Kim's method : enhanced approximations and upper bounds for American options
Zeller, Thomas L.; Bozoudis, Michail - In: International journal of bonds and derivatives 3 (2017) 4, pp. 335-364
Persistent link: https://www.econbiz.de/10011877185
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