Pricing American options with uncertain volatility through stochastic linear complementarity models (Q763392): Difference between revisions
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| Property / DOI: 10.1007/S10589-010-9344-4 / rank | |||
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Latest revision as of 03:09, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing American options with uncertain volatility through stochastic linear complementarity models |
scientific article |
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Pricing American options with uncertain volatility through stochastic linear complementarity models (English)
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9 March 2012
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option pricing
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American option
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uncertain volatility
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stochastic linear complementarity problem
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