Approximations for the values of american options (Q3353912): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/07362999108809230 / rank | |||
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| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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| Property / cites work: Martingales and stochastic integrals in the theory of continuous trading / rank | |||
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Latest revision as of 16:44, 21 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations for the values of american options |
scientific article |
Statements
Approximations for the values of american options (English)
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1991
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American option valuation problem
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free boundary
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