搜索结果: 1-1 共查到“世界经济学 Comparison of numerical and analytical approximations”相关记录1条 . 查询时间(0.076 秒)
Comparison of numerical and analytical approximations of the early exercise boundary of the American put option
Comparison of numerical and analytical approximations early exercise boundary American put option
2010/10/18
In this paper we present qualitative and quantitative comparison of various analytical and numerical approximation methods for calculating a position of the early exercise boundary of the American pu...