An inverse finite element method for pricing American options
Year of publication: |
2013
|
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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 | Numerisches Verfahren | Numerical analysis |
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