American Options Under Stochastic Volatility (Q3225913): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
 
(One intermediate revision by one other user not shown)
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 / namelinks / 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

    Identifiers