A closed-form solution to American options under general diffusion processes (Q2869962): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/14697680903193405 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2027111242 / rank | |||
Normal rank | |||
Revision as of 00:51, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A closed-form solution to American options under general diffusion processes |
scientific article |
Statements
A closed-form solution to American options under general diffusion processes (English)
0 references
17 January 2014
0 references
American option
0 references
general diffusion process
0 references
generalized homotopy analysis method
0 references
Padé technique
0 references
