Fixed domain transformations and split-step finite difference schemes for Nonlinear Black-Scholes equations for American Options

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: Fixed domain transformations and split-step finite difference schemes for Nonlinear Black-Scholes equations for American Options ; 2008, 07
Preprint Reihe Mathematik ; 2008, 07

Classification: Mathematik

Creator: Ankudinova, Julia
Ehrhardt, Matthias

DOI: 10.14279/depositonce-15674

Handle: 11303/16896

URN: urn:nbn:de:101:1-2022051801594271797455

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 15.08.2025, 7:24 AM CEST

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Ankudinova, Julia
Ehrhardt, Matthias

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Fixed domain transformations and split-step finite difference schemes for Nonlinear Black-Scholes equations for American Options

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