Shortfall Risk Approximations for American Options in the Multidimensional Black-Scholes Model (Q3067841): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 21:47, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shortfall Risk Approximations for American Options in the Multidimensional Black-Scholes Model |
scientific article |
Statements
Shortfall Risk Approximations for American Options in the Multidimensional Black-Scholes Model (English)
0 references
13 January 2011
0 references
American option
0 references
shortfall risk
0 references
weak convergence
0 references
