COMPARISON OF NUMERICAL AND ANALYTICAL APPROXIMATIONS OF THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS (Q2996867): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COMPARISON OF NUMERICAL AND ANALYTICAL APPROXIMATIONS OF THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS |
scientific article |
Statements
COMPARISON OF NUMERICAL AND ANALYTICAL APPROXIMATIONS OF THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS (English)
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4 May 2011
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option pricing
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American put option
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early exercise boundary
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limiting behaviour close to expiry
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