A fast, stable and accurate numerical method for the Black-Scholes equation of American options

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: A fast, stable and accurate numerical method for the Black-Scholes equation of American options ; 2008, 08
Preprint Reihe Mathematik ; 2008, 08

Classification: Mathematik

Creator: Ehrhardt, Matthias
Mickens, Ronald Elbert

DOI: 10.14279/depositonce-15673

Handle: 11303/16895

URN: urn:nbn:de:101:1-2022051802072402145871

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 15.08.2025, 7:20 AM CEST

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A fast, stable and accurate numerical method for the Black-Scholes equation of American options

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