Analytical pricing of American options (Q1937837)

From MaRDI portal
Revision as of 16:36, 1 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Analytical pricing of American options
scientific article

    Statements

    title
    Analytical pricing of American options (English)
    0 references
    author
    Jun Cheng
    0 references
    Jin E. Zhang
    0 references
    publication date
    1 February 2013
    0 references
    zbMATH Keywords
    American options
    0 references
    optimal exercise boundary
    0 references
    homotopy analysis method
    0 references
    G13
    0 references

    Identifiers

    zbMATH DE Number
    6133455
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1937837&oldid=14370442"
    Powered by MediaWiki