Pricing and Hedging American Options Using Approximations by Kim Integral Equations * (Q4677660): Difference between revisions
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Latest revision as of 17:52, 5 March 2024
scientific article; zbMATH DE number 2167440
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and Hedging American Options Using Approximations by Kim Integral Equations * |
scientific article; zbMATH DE number 2167440 |
Statements
Pricing and Hedging American Options Using Approximations by Kim Integral Equations * (English)
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12 May 2005
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early exercise boundary
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numerical procedures
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optimal exercise
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