Optimal exercise boundary for an American put option (Q4541557): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q432641 |
Changed an Item |
||
| Property / author | |||
| Property / author: Rachel Kuske / rank | |||
Normal rank | |||
Revision as of 01:06, 15 February 2024
scientific article; zbMATH DE number 1771953
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal exercise boundary for an American put option |
scientific article; zbMATH DE number 1771953 |
Statements
Optimal exercise boundary for an American put option (English)
0 references
4 September 2002
0 references
American put option
0 references
integral equation
0 references
option price
0 references
