The American foreign exchange option in time-dependent one-dimensional diffusion model for exchange rate (Q836062): Difference between revisions
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Revision as of 10:30, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The American foreign exchange option in time-dependent one-dimensional diffusion model for exchange rate |
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The American foreign exchange option in time-dependent one-dimensional diffusion model for exchange rate (English)
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31 August 2009
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American put option
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time-dependent model
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optimal exercise boundary
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early exercise premium representation
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Snell envelope
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optimal stopping
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zeros of semimartingales
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