Some mathematical results in the pricing of American options (Q4294297): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 16:12, 5 March 2024
scientific article; zbMATH DE number 572258
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some mathematical results in the pricing of American options |
scientific article; zbMATH DE number 572258 |
Statements
Some mathematical results in the pricing of American options (English)
0 references
10 October 1994
0 references
American option
0 references
Black-Scholes formula
0 references
variational inequality
0 references
free boundary problems
0 references
