Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation (Q2889595): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation |
scientific article |
Statements
Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation (English)
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8 June 2012
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option pricing
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American-style Asian options
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early exercise boundary
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limiting behaviour close to expiry
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