Valuation of American strangles through an optimized lower-upper bound approach (Q1655917): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of American strangles through an optimized lower-upper bound approach |
scientific article |
Statements
Valuation of American strangles through an optimized lower-upper bound approach (English)
0 references
10 August 2018
0 references
option pricing
0 references
American strangle
0 references
lower and upper bounds
0 references
early exercise boundaries
0 references
optimization
0 references
