Valuing American options under the CEV model by Laplace-Carson transforms (Q613360): Difference between revisions
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| Property / DOI: 10.1016/J.ORL.2010.07.006 / rank | |||
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Revision as of 06:04, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuing American options under the CEV model by Laplace-Carson transforms |
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Valuing American options under the CEV model by Laplace-Carson transforms (English)
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20 December 2010
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American option
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optimal early exercise boundary
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Laplace-Carson transforms
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constant elasticity of variance model
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