The American put option in a one-dimensional diffusion model with level-dependent volatility (Q3429331): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 11:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The American put option in a one-dimensional diffusion model with level-dependent volatility |
scientific article |
Statements
The American put option in a one-dimensional diffusion model with level-dependent volatility (English)
0 references
30 March 2007
0 references
