CRITICAL PRICE NEAR MATURITY FOR AN AMERICAN OPTION ON A DIVIDEND‐PAYING STOCK IN A LOCAL VOLATILITY MODEL (Q5692938)
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scientific article; zbMATH DE number 2209950
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CRITICAL PRICE NEAR MATURITY FOR AN AMERICAN OPTION ON A DIVIDEND‐PAYING STOCK IN A LOCAL VOLATILITY MODEL |
scientific article; zbMATH DE number 2209950 |
Statements
CRITICAL PRICE NEAR MATURITY FOR AN AMERICAN OPTION ON A DIVIDEND‐PAYING STOCK IN A LOCAL VOLATILITY MODEL (English)
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28 September 2005
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