OPTIMAL EXERCISE PRICE OF AMERICAN OPTIONS NEAR EXPIRY (Q3057465)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: OPTIMAL EXERCISE PRICE OF AMERICAN OPTIONS NEAR EXPIRY |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL EXERCISE PRICE OF AMERICAN OPTIONS NEAR EXPIRY |
scientific article |
Statements
OPTIMAL EXERCISE PRICE OF AMERICAN OPTIONS NEAR EXPIRY (English)
0 references
24 November 2010
0 references
American put option
0 references
local volatility model
0 references
singular perturbation
0 references
optimal exercise price
0 references
