Valuation of American strangle option: variational inequality approach (Q1755938): 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 05:35, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Valuation of American strangle option: variational inequality approach |
scientific article |
Statements
Valuation of American strangle option: variational inequality approach (English)
0 references
11 January 2019
0 references
American strangle options
0 references
free boundary problem
0 references
option pricing
0 references
variational inequality
0 references