Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation (Q2889595): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:56, 5 March 2024
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)
0 references
8 June 2012
0 references
option pricing
0 references
American-style Asian options
0 references
early exercise boundary
0 references
limiting behaviour close to expiry
0 references
