Analytical and Numerical Results for American Style of Perpetual Put Options Through Transformation into Nonlinear Stationary Black-Scholes Equations (Q4626498): Difference between revisions
From MaRDI portal
Latest revision as of 09:36, 18 July 2024
scientific article; zbMATH DE number 7030698
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical and Numerical Results for American Style of Perpetual Put Options Through Transformation into Nonlinear Stationary Black-Scholes Equations |
scientific article; zbMATH DE number 7030698 |
Statements
Analytical and Numerical Results for American Style of Perpetual Put Options Through Transformation into Nonlinear Stationary Black-Scholes Equations (English)
0 references
28 February 2019
0 references
American style perpetual put options
0 references
nonlinear Black-Scholes equations
0 references
numerical approximation
0 references
0 references
0 references
0 references
0 references
