American Options Under Stochastic Volatility (Q3225913): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q969503 |
Set OpenAlex properties. |
||
(3 intermediate revisions by 3 users not shown) | |||
Property / author | |||
Property / author: Arunachalam Chockalingam / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1287/opre.1110.0945 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3123413205 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 23:00, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | American Options Under Stochastic Volatility |
scientific article |
Statements
American Options Under Stochastic Volatility (English)
0 references
26 March 2012
0 references
American option
0 references
stochastic volatility
0 references
free boundary
0 references