On the American option-pricing model with an uncertain volatility (Q2802662)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the American option-pricing model with an uncertain volatility |
scientific article |
Statements
On the American option-pricing model with an uncertain volatility (English)
0 references
26 April 2016
0 references
American option model
0 references
uncertain volatility
0 references
comparison property
0 references
0 references