CLOSED FORM VALUATION OF AMERICAN BARRIER OPTIONS (Q3523577): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1142/s0219024901001012 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3124155591 / rank | |||
Normal rank | |||
Latest revision as of 09:31, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CLOSED FORM VALUATION OF AMERICAN BARRIER OPTIONS |
scientific article |
Statements
CLOSED FORM VALUATION OF AMERICAN BARRIER OPTIONS (English)
0 references
3 September 2008
0 references
American barrier options
0 references
geometric Brownian motion
0 references
reflection principle
0 references
closed form solutions
0 references
