American Options Under Stochastic Volatility (Q3225913): Difference between revisions
From MaRDI portal
Created a new Item |
Removed claim: author (P16): Item:Q969503 |
||
| Property / author | |||
| Property / author: Arunachalam Chockalingam / rank | |||
Revision as of 22:18, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American Options Under Stochastic Volatility |
scientific article |
Statements
American Options Under Stochastic Volatility (English)
0 references
26 March 2012
0 references
American option
0 references
stochastic volatility
0 references
free boundary
0 references
